NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 25-Apr-2013

Day Change Summary
	Previous	Current
	24-Apr-2013	25-Apr-2013	Change	Change %	Previous Week
Open	89.63	91.46	1.83	2.0%	90.78
High	91.17	93.23	2.06	2.3%	90.78
Low	89.15	90.76	1.61	1.8%	85.96
Close	91.01	93.08	2.07	2.3%	87.82
Range	2.02	2.47	0.45	22.3%	4.82
ATR	1.62	1.68	0.06	3.7%	0.00
Volume	10,781	7,456	-3,325	-30.8%	49,520

Daily Pivots for day following 25-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.77	98.89	94.44
R3	97.30	96.42	93.76
R2	94.83	94.83	93.53
R1	93.95	93.95	93.31	94.39
PP	92.36	92.36	92.36	92.58
S1	91.48	91.48	92.85	91.92
S2	89.89	89.89	92.63
S3	87.42	89.01	92.40
S4	84.95	86.54	91.72

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	102.65	100.05	90.47
R3	97.83	95.23	89.15
R2	93.01	93.01	88.70
R1	90.41	90.41	88.26	89.30
PP	88.19	88.19	88.19	87.63
S1	85.59	85.59	87.38	84.48
S2	83.37	83.37	86.94
S3	78.55	80.77	86.49
S4	73.73	75.95	85.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.23	87.50	5.73	6.2%	1.67	1.8%	97%	True	False	6,816
10	93.23	85.96	7.27	7.8%	2.07	2.2%	98%	True	False	8,467
20	96.74	85.96	10.78	11.6%	1.67	1.8%	66%	False	False	7,351
40	96.74	85.96	10.78	11.6%	1.35	1.5%	66%	False	False	6,191

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	103.73
2.618	99.70
1.618	97.23
1.000	95.70
0.618	94.76
HIGH	93.23
0.618	92.29
0.500	92.00
0.382	91.70
LOW	90.76
0.618	89.23
1.000	88.29
1.618	86.76
2.618	84.29
4.250	80.26

Fisher Pivots for day following 25-Apr-2013
Pivot	1 day	3 day
R1	92.72	92.23
PP	92.36	91.37
S1	92.00	90.52

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols