NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 01-May-2013

Day Change Summary
	Previous	Current
	30-Apr-2013	01-May-2013	Change	Change %	Previous Week
Open	92.97	91.72	-1.25	-1.3%	87.44
High	93.19	91.81	-1.38	-1.5%	92.83
Low	91.52	88.78	-2.74	-3.0%	87.15
Close	92.11	89.81	-2.30	-2.5%	91.90
Range	1.67	3.03	1.36	81.4%	5.68
ATR	1.84	1.95	0.11	5.7%	0.00
Volume	53,498	66,630	13,132	24.5%	240,720

Daily Pivots for day following 01-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.22	97.55	91.48
R3	96.19	94.52	90.64
R2	93.16	93.16	90.37
R1	91.49	91.49	90.09	90.81
PP	90.13	90.13	90.13	89.80
S1	88.46	88.46	89.53	87.78
S2	87.10	87.10	89.25
S3	84.07	85.43	88.98
S4	81.04	82.40	88.14

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.67	105.46	95.02
R3	101.99	99.78	93.46
R2	96.31	96.31	92.94
R1	94.10	94.10	92.42	95.21
PP	90.63	90.63	90.63	91.18
S1	88.42	88.42	91.38	89.53
S2	84.95	84.95	90.86
S3	79.27	82.74	90.34
S4	73.59	77.06	88.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.23	88.78	4.45	5.0%	2.11	2.3%	23%	False	True	57,955
10	93.23	85.52	7.71	8.6%	1.95	2.2%	56%	False	False	56,228
20	94.09	85.52	8.57	9.5%	2.01	2.2%	50%	False	False	57,486

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	0.34
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	104.69
2.618	99.74
1.618	96.71
1.000	94.84
0.618	93.68
HIGH	91.81
0.618	90.65
0.500	90.30
0.382	89.94
LOW	88.78
0.618	86.91
1.000	85.75
1.618	83.88
2.618	80.85
4.250	75.90

Fisher Pivots for day following 01-May-2013
Pivot	1 day	3 day
R1	90.30	91.01
PP	90.13	90.61
S1	89.97	90.21

Download as Excel Spreadsheet

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

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