NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 04-Apr-2013
Day Change Summary
Previous Current
03-Apr-2013 04-Apr-2013 Change Change % Previous Week
Open 97.21 94.81 -2.40 -2.5% 93.98
High 97.23 95.13 -2.10 -2.2% 97.60
Low 94.50 92.43 -2.07 -2.2% 93.95
Close 94.77 93.56 -1.21 -1.3% 97.49
Range 2.73 2.70 -0.03 -1.1% 3.65
ATR 1.62 1.70 0.08 4.7% 0.00
Volume 94,815 126,541 31,726 33.5% 309,957
Daily Pivots for day following 04-Apr-2013
Classic Woodie Camarilla DeMark
R4 101.81 100.38 95.05
R3 99.11 97.68 94.30
R2 96.41 96.41 94.06
R1 94.98 94.98 93.81 94.35
PP 93.71 93.71 93.71 93.39
S1 92.28 92.28 93.31 91.65
S2 91.01 91.01 93.07
S3 88.31 89.58 92.82
S4 85.61 86.88 92.08
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 107.30 106.04 99.50
R3 103.65 102.39 98.49
R2 100.00 100.00 98.16
R1 98.74 98.74 97.82 99.37
PP 96.35 96.35 96.35 96.66
S1 95.09 95.09 97.16 95.72
S2 92.70 92.70 96.82
S3 89.05 91.44 96.49
S4 85.40 87.79 95.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.06 92.43 5.63 6.0% 1.97 2.1% 20% False True 87,588
10 98.06 92.15 5.91 6.3% 1.79 1.9% 24% False False 79,675
20 98.06 91.14 6.92 7.4% 1.61 1.7% 35% False False 74,232
40 99.52 90.23 9.29 9.9% 1.60 1.7% 36% False False 67,307
60 99.52 90.23 9.29 9.9% 1.50 1.6% 36% False False 64,907
80 99.52 88.00 11.52 12.3% 1.44 1.5% 48% False False 56,265
100 99.52 87.38 12.14 13.0% 1.48 1.6% 51% False False 50,138
120 99.52 87.22 12.30 13.1% 1.55 1.7% 52% False False 45,628
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.61
2.618 102.20
1.618 99.50
1.000 97.83
0.618 96.80
HIGH 95.13
0.618 94.10
0.500 93.78
0.382 93.46
LOW 92.43
0.618 90.76
1.000 89.73
1.618 88.06
2.618 85.36
4.250 80.96
Fisher Pivots for day following 04-Apr-2013
Pivot 1 day 3 day
R1 93.78 95.09
PP 93.71 94.58
S1 93.63 94.07

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

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