NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 12-Apr-2013

Day Change Summary
	Previous	Current
	11-Apr-2013	12-Apr-2013	Change	Change %	Previous Week
Open	91.97	90.83	-1.14	-1.2%	90.95
High	91.97	90.83	-1.14	-1.2%	91.99
Low	90.87	89.17	-1.70	-1.9%	89.17
Close	91.26	89.63	-1.63	-1.8%	89.63
Range	1.10	1.66	0.56	50.9%	2.82
ATR	0.99	1.07	0.08	7.9%	0.00
Volume	3,213	7,094	3,881	120.8%	45,893

Daily Pivots for day following 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	94.86	93.90	90.54
R3	93.20	92.24	90.09
R2	91.54	91.54	89.93
R1	90.58	90.58	89.78	90.23
PP	89.88	89.88	89.88	89.70
S1	88.92	88.92	89.48	88.57
S2	88.22	88.22	89.33
S3	86.56	87.26	89.17
S4	84.90	85.60	88.72

Weekly Pivots for week ending 12-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.72	97.00	91.18
R3	95.90	94.18	90.41
R2	93.08	93.08	90.15
R1	91.36	91.36	89.89	90.81
PP	90.26	90.26	90.26	89.99
S1	88.54	88.54	89.37	87.99
S2	87.44	87.44	89.11
S3	84.62	85.72	88.85
S4	81.80	82.90	88.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.99	89.17	2.82	3.1%	0.91	1.0%	16%	False	True	9,178
10	93.96	89.17	4.79	5.3%	1.06	1.2%	10%	False	True	8,877
20	93.96	89.17	4.79	5.3%	1.01	1.1%	10%	False	True	8,657
40	95.76	88.72	7.04	7.9%	0.97	1.1%	13%	False	False	8,006

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	0.14
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	97.89
2.618	95.18
1.618	93.52
1.000	92.49
0.618	91.86
HIGH	90.83
0.618	90.20
0.500	90.00
0.382	89.80
LOW	89.17
0.618	88.14
1.000	87.51
1.618	86.48
2.618	84.82
4.250	82.12

Fisher Pivots for day following 12-Apr-2013
Pivot	1 day	3 day
R1	90.00	90.58
PP	89.88	90.26
S1	89.75	89.95

Download as Excel Spreadsheet

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

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