NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 18-Apr-2013
Day Change Summary
Previous Current
17-Apr-2013 18-Apr-2013 Change Change % Previous Week
Open 89.19 86.60 -2.59 -2.9% 93.12
High 89.40 88.78 -0.62 -0.7% 94.96
Low 86.36 85.90 -0.46 -0.5% 90.62
Close 86.97 88.00 1.03 1.2% 91.61
Range 3.04 2.88 -0.16 -5.3% 4.34
ATR 2.08 2.13 0.06 2.8% 0.00
Volume 185,677 235,083 49,406 26.6% 389,538
Daily Pivots for day following 18-Apr-2013
Classic Woodie Camarilla DeMark
R4 96.20 94.98 89.58
R3 93.32 92.10 88.79
R2 90.44 90.44 88.53
R1 89.22 89.22 88.26 89.83
PP 87.56 87.56 87.56 87.87
S1 86.34 86.34 87.74 86.95
S2 84.68 84.68 87.47
S3 81.80 83.46 87.21
S4 78.92 80.58 86.42
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 93.85 85.90 7.95 9.0% 3.17 3.6% 26% False True 168,391
10 95.13 85.90 9.23 10.5% 2.47 2.8% 23% False True 138,815
20 98.06 85.90 12.16 13.8% 2.05 2.3% 17% False True 107,494
40 98.30 85.90 12.40 14.1% 1.82 2.1% 17% False True 82,996
60 99.52 85.90 13.62 15.5% 1.68 1.9% 15% False True 78,182
80 99.52 85.90 13.62 15.5% 1.58 1.8% 15% False True 68,307
100 99.52 85.90 13.62 15.5% 1.54 1.8% 15% False True 60,243
120 99.52 85.90 13.62 15.5% 1.60 1.8% 15% False True 54,368
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.37
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.02
2.618 96.32
1.618 93.44
1.000 91.66
0.618 90.56
HIGH 88.78
0.618 87.68
0.500 87.34
0.382 87.00
LOW 85.90
0.618 84.12
1.000 83.02
1.618 81.24
2.618 78.36
4.250 73.66
Fisher Pivots for day following 18-Apr-2013
Pivot 1 day 3 day
R1 87.78 87.88
PP 87.56 87.77
S1 87.34 87.65

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

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