NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 10-Apr-2013
Day Change Summary
Previous Current
09-Apr-2013 10-Apr-2013 Change Change % Previous Week
Open 93.49 93.96 0.47 0.5% 97.36
High 94.48 94.82 0.34 0.4% 97.80
Low 92.86 93.40 0.54 0.6% 91.91
Close 94.20 94.64 0.44 0.5% 92.70
Range 1.62 1.42 -0.20 -12.3% 5.89
ATR 1.69 1.67 -0.02 -1.1% 0.00
Volume 234,720 248,557 13,837 5.9% 1,327,105
Daily Pivots for day following 10-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.55 98.01 95.42
R3 97.13 96.59 95.03
R2 95.71 95.71 94.90
R1 95.17 95.17 94.77 95.44
PP 94.29 94.29 94.29 94.42
S1 93.75 93.75 94.51 94.02
S2 92.87 92.87 94.38
S3 91.45 92.33 94.25
S4 90.03 90.91 93.86
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 111.81 108.14 95.94
R3 105.92 102.25 94.32
R2 100.03 100.03 93.78
R1 96.36 96.36 93.24 95.25
PP 94.14 94.14 94.14 93.58
S1 90.47 90.47 92.16 89.36
S2 88.25 88.25 91.62
S3 82.36 84.58 91.08
S4 76.47 78.69 89.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.84 91.91 2.93 3.1% 1.74 1.8% 93% False False 263,598
10 97.80 91.91 5.89 6.2% 1.73 1.8% 46% False False 240,466
20 97.80 91.84 5.96 6.3% 1.67 1.8% 47% False False 215,022
40 99.10 89.78 9.32 9.8% 1.62 1.7% 52% False False 141,870
60 99.10 89.78 9.32 9.8% 1.55 1.6% 52% False False 111,255
80 99.10 87.99 11.11 11.7% 1.47 1.6% 60% False False 88,651
100 99.10 87.50 11.60 12.3% 1.47 1.6% 62% False False 73,702
120 99.10 86.95 12.15 12.8% 1.53 1.6% 63% False False 62,945
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.86
2.618 98.54
1.618 97.12
1.000 96.24
0.618 95.70
HIGH 94.82
0.618 94.28
0.500 94.11
0.382 93.94
LOW 93.40
0.618 92.52
1.000 91.98
1.618 91.10
2.618 89.68
4.250 87.37
Fisher Pivots for day following 10-Apr-2013
Pivot 1 day 3 day
R1 94.46 94.31
PP 94.29 93.97
S1 94.11 93.64

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

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