NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 11-Apr-2013

Day Change Summary
	Previous	Current
	10-Apr-2013	11-Apr-2013	Change	Change %	Previous Week
Open	93.24	93.63	0.39	0.4%	96.00
High	94.09	93.90	-0.19	-0.2%	96.43
Low	92.82	92.45	-0.37	-0.4%	91.56
Close	93.95	92.96	-0.99	-1.1%	92.08
Range	1.27	1.45	0.18	14.2%	4.87
ATR	1.43	1.43	0.01	0.4%	0.00
Volume	52,727	39,032	-13,695	-26.0%	251,978

Daily Pivots for day following 11-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.45	96.66	93.76
R3	96.00	95.21	93.36
R2	94.55	94.55	93.23
R1	93.76	93.76	93.09	93.43
PP	93.10	93.10	93.10	92.94
S1	92.31	92.31	92.83	91.98
S2	91.65	91.65	92.69
S3	90.20	90.86	92.56
S4	88.75	89.41	92.16

Weekly Pivots for week ending 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.97	104.89	94.76
R3	103.10	100.02	93.42
R2	98.23	98.23	92.97
R1	95.15	95.15	92.53	94.26
PP	93.36	93.36	93.36	92.91
S1	90.28	90.28	91.63	89.39
S2	88.49	88.49	91.19
S3	83.62	85.41	90.74
S4	78.75	80.54	89.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.09	91.56	2.53	2.7%	1.34	1.4%	55%	False	False	53,065
10	96.43	91.56	4.87	5.2%	1.51	1.6%	29%	False	False	48,404
20	96.43	91.19	5.24	5.6%	1.42	1.5%	34%	False	False	48,115

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	100.06
2.618	97.70
1.618	96.25
1.000	95.35
0.618	94.80
HIGH	93.90
0.618	93.35
0.500	93.18
0.382	93.00
LOW	92.45
0.618	91.55
1.000	91.00
1.618	90.10
2.618	88.65
4.250	86.29

Fisher Pivots for day following 11-Apr-2013
Pivot	1 day	3 day
R1	93.18	93.19
PP	93.10	93.11
S1	93.03	93.04

Download as Excel Spreadsheet

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

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