NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 92.76 90.70 -2.06 -2.2% 92.23
High 92.77 90.70 -2.07 -2.2% 94.09
Low 90.20 87.24 -2.96 -3.3% 90.20
Close 91.03 88.58 -2.45 -2.7% 91.03
Range 2.57 3.46 0.89 34.6% 3.89
ATR 1.53 1.69 0.16 10.6% 0.00
Volume 42,985 81,957 38,972 90.7% 235,787
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 99.22 97.36 90.48
R3 95.76 93.90 89.53
R2 92.30 92.30 89.21
R1 90.44 90.44 88.90 89.64
PP 88.84 88.84 88.84 88.44
S1 86.98 86.98 88.26 86.18
S2 85.38 85.38 87.95
S3 81.92 83.52 87.63
S4 78.46 80.06 86.68
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 103.44 101.13 93.17
R3 99.55 97.24 92.10
R2 95.66 95.66 91.74
R1 93.35 93.35 91.39 92.56
PP 91.77 91.77 91.77 91.38
S1 89.46 89.46 90.67 88.67
S2 87.88 87.88 90.32
S3 83.99 85.57 89.96
S4 80.10 81.68 88.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.09 87.24 6.85 7.7% 2.02 2.3% 20% False True 51,192
10 96.43 87.24 9.19 10.4% 1.90 2.1% 15% False True 52,811
20 96.43 87.24 9.19 10.4% 1.64 1.8% 15% False True 49,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 105.41
2.618 99.76
1.618 96.30
1.000 94.16
0.618 92.84
HIGH 90.70
0.618 89.38
0.500 88.97
0.382 88.56
LOW 87.24
0.618 85.10
1.000 83.78
1.618 81.64
2.618 78.18
4.250 72.54
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 88.97 90.57
PP 88.84 89.91
S1 88.71 89.24

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

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