NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 23-Apr-2013
Day Change Summary
Previous Current
22-Apr-2013 23-Apr-2013 Change Change % Previous Week
Open 88.20 89.28 1.08 1.2% 91.36
High 89.48 89.60 0.12 0.1% 91.36
Low 87.69 87.80 0.11 0.1% 85.90
Close 89.19 89.18 -0.01 0.0% 88.27
Range 1.79 1.80 0.01 0.6% 5.46
ATR 2.05 2.03 -0.02 -0.9% 0.00
Volume 238,730 288,801 50,071 21.0% 984,196
Daily Pivots for day following 23-Apr-2013
Classic Woodie Camarilla DeMark
R4 94.26 93.52 90.17
R3 92.46 91.72 89.68
R2 90.66 90.66 89.51
R1 89.92 89.92 89.35 89.39
PP 88.86 88.86 88.86 88.60
S1 88.12 88.12 89.02 87.59
S2 87.06 87.06 88.85
S3 85.26 86.32 88.69
S4 83.46 84.52 88.19
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 104.89 102.04 91.27
R3 99.43 96.58 89.77
R2 93.97 93.97 89.27
R1 91.12 91.12 88.77 89.82
PP 88.51 88.51 88.51 87.86
S1 85.66 85.66 87.77 84.36
S2 83.05 83.05 87.27
S3 77.59 80.20 86.77
S4 72.13 74.74 85.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.60 85.90 3.70 4.1% 2.15 2.4% 89% True False 235,970
10 94.96 85.90 9.06 10.2% 2.39 2.7% 36% False False 179,039
20 98.06 85.90 12.16 13.6% 2.08 2.3% 27% False False 134,793
40 98.06 85.90 12.16 13.6% 1.78 2.0% 27% False False 97,414
60 99.52 85.90 13.62 15.3% 1.68 1.9% 24% False False 87,507
80 99.52 85.90 13.62 15.3% 1.60 1.8% 24% False False 76,661
100 99.52 85.90 13.62 15.3% 1.55 1.7% 24% False False 67,267
120 99.52 85.90 13.62 15.3% 1.60 1.8% 24% False False 60,061
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 3 trading days
Fibonacci Retracements and Extensions
4.250 97.25
2.618 94.31
1.618 92.51
1.000 91.40
0.618 90.71
HIGH 89.60
0.618 88.91
0.500 88.70
0.382 88.49
LOW 87.80
0.618 86.69
1.000 86.00
1.618 84.89
2.618 83.09
4.250 80.15
Fisher Pivots for day following 23-Apr-2013
Pivot 1 day 3 day
R1 89.02 89.00
PP 88.86 88.82
S1 88.70 88.65

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

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