NYMEX Light Sweet Crude Oil Future June 2013


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 94.90 93.85 -1.05 -1.1% 93.12
High 94.96 93.85 -1.11 -1.2% 94.96
Low 93.38 90.62 -2.76 -3.0% 90.62
Close 93.85 91.61 -2.24 -2.4% 91.61
Range 1.58 3.23 1.65 104.4% 4.34
ATR 1.66 1.77 0.11 6.8% 0.00
Volume 105,008 89,322 -15,686 -14.9% 389,538
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 101.72 99.89 93.39
R3 98.49 96.66 92.50
R2 95.26 95.26 92.20
R1 93.43 93.43 91.91 92.73
PP 92.03 92.03 92.03 91.68
S1 90.20 90.20 91.31 89.50
S2 88.80 88.80 91.02
S3 85.57 86.97 90.72
S4 82.34 83.74 89.83
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 105.42 102.85 94.00
R3 101.08 98.51 92.80
R2 96.74 96.74 92.41
R1 94.17 94.17 92.01 93.29
PP 92.40 92.40 92.40 91.95
S1 89.83 89.83 91.21 88.95
S2 88.06 88.06 90.81
S3 83.72 85.49 90.42
S4 79.38 81.15 89.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.96 90.62 4.34 4.7% 1.87 2.0% 23% False True 101,795
10 98.06 90.62 7.44 8.1% 1.92 2.1% 13% False True 94,692
20 98.06 90.62 7.44 8.1% 1.73 1.9% 13% False True 82,739
40 99.52 90.23 9.29 10.1% 1.64 1.8% 15% False False 70,143
60 99.52 90.23 9.29 10.1% 1.56 1.7% 15% False False 69,704
80 99.52 88.78 10.74 11.7% 1.48 1.6% 26% False False 60,704
100 99.52 87.90 11.62 12.7% 1.50 1.6% 32% False False 54,015
120 99.52 87.22 12.30 13.4% 1.57 1.7% 36% False False 48,833
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 0.30
Widest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 107.58
2.618 102.31
1.618 99.08
1.000 97.08
0.618 95.85
HIGH 93.85
0.618 92.62
0.500 92.24
0.382 91.85
LOW 90.62
0.618 88.62
1.000 87.39
1.618 85.39
2.618 82.16
4.250 76.89
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 92.24 92.79
PP 92.03 92.40
S1 91.82 92.00

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

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