NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 17-Apr-2013
Day Change Summary
Previous Current
16-Apr-2013 17-Apr-2013 Change Change % Previous Week
Open 87.42 88.80 1.38 1.6% 93.02
High 88.96 89.09 0.13 0.1% 94.82
Low 86.06 86.06 0.00 0.0% 90.27
Close 88.72 86.68 -2.04 -2.3% 91.29
Range 2.90 3.03 0.13 4.5% 4.55
ATR 2.01 2.09 0.07 3.6% 0.00
Volume 287,410 294,274 6,864 2.4% 1,243,413
Daily Pivots for day following 17-Apr-2013
Classic Woodie Camarilla DeMark
R4 96.37 94.55 88.35
R3 93.34 91.52 87.51
R2 90.31 90.31 87.24
R1 88.49 88.49 86.96 87.89
PP 87.28 87.28 87.28 86.97
S1 85.46 85.46 86.40 84.86
S2 84.25 84.25 86.12
S3 81.22 82.43 85.85
S4 78.19 79.40 85.01
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 105.78 103.08 93.79
R3 101.23 98.53 92.54
R2 96.68 96.68 92.12
R1 93.98 93.98 91.71 93.06
PP 92.13 92.13 92.13 91.66
S1 89.43 89.43 90.87 88.51
S2 87.58 87.58 90.46
S3 83.03 84.88 90.04
S4 78.48 80.33 88.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.64 86.06 8.58 9.9% 2.91 3.4% 7% False True 298,445
10 94.84 86.06 8.78 10.1% 2.33 2.7% 7% False True 281,021
20 97.80 86.06 11.74 13.5% 2.00 2.3% 5% False True 251,273
40 97.92 86.06 11.86 13.7% 1.81 2.1% 5% False True 171,647
60 99.10 86.06 13.04 15.0% 1.68 1.9% 5% False True 133,159
80 99.10 86.06 13.04 15.0% 1.58 1.8% 5% False True 105,849
100 99.10 86.06 13.04 15.0% 1.53 1.8% 5% False True 87,933
120 99.10 86.06 13.04 15.0% 1.57 1.8% 5% False True 75,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.97
2.618 97.02
1.618 93.99
1.000 92.12
0.618 90.96
HIGH 89.09
0.618 87.93
0.500 87.58
0.382 87.22
LOW 86.06
0.618 84.19
1.000 83.03
1.618 81.16
2.618 78.13
4.250 73.18
Fisher Pivots for day following 17-Apr-2013
Pivot 1 day 3 day
R1 87.58 88.52
PP 87.28 87.91
S1 86.98 87.29

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

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