NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 23-Apr-2013
Day Change Summary
Previous Current
22-Apr-2013 23-Apr-2013 Change Change % Previous Week
Open 87.44 88.85 1.41 1.6% 90.70
High 88.98 89.06 0.08 0.1% 90.70
Low 87.15 87.49 0.34 0.4% 85.52
Close 88.67 88.79 0.12 0.1% 87.47
Range 1.83 1.57 -0.26 -14.2% 5.18
ATR 1.82 1.80 -0.02 -1.0% 0.00
Volume 37,406 31,948 -5,458 -14.6% 378,893
Daily Pivots for day following 23-Apr-2013
Classic Woodie Camarilla DeMark
R4 93.16 92.54 89.65
R3 91.59 90.97 89.22
R2 90.02 90.02 89.08
R1 89.40 89.40 88.93 88.93
PP 88.45 88.45 88.45 88.21
S1 87.83 87.83 88.65 87.36
S2 86.88 86.88 88.50
S3 85.31 86.26 88.36
S4 83.74 84.69 87.93
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 103.44 100.63 90.32
R3 98.26 95.45 88.89
R2 93.08 93.08 88.42
R1 90.27 90.27 87.94 89.09
PP 87.90 87.90 87.90 87.30
S1 85.09 85.09 87.00 83.91
S2 82.72 82.72 86.52
S3 77.54 79.91 86.05
S4 72.36 74.73 84.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.06 85.52 3.54 4.0% 1.94 2.2% 92% True False 58,128
10 94.09 85.52 8.57 9.7% 2.11 2.4% 38% False False 58,299
20 96.43 85.52 10.91 12.3% 1.81 2.0% 30% False False 56,174
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.73
2.618 93.17
1.618 91.60
1.000 90.63
0.618 90.03
HIGH 89.06
0.618 88.46
0.500 88.28
0.382 88.09
LOW 87.49
0.618 86.52
1.000 85.92
1.618 84.95
2.618 83.38
4.250 80.82
Fisher Pivots for day following 23-Apr-2013
Pivot 1 day 3 day
R1 88.62 88.56
PP 88.45 88.32
S1 88.28 88.09

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

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