NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 97.15 97.75 0.60 0.6% 94.08
High 97.98 98.22 0.24 0.2% 97.98
Low 96.68 96.44 -0.24 -0.2% 94.08
Close 97.64 97.60 -0.04 0.0% 97.64
Range 1.30 1.78 0.48 36.9% 3.90
ATR 1.46 1.48 0.02 1.6% 0.00
Volume 35,630 25,100 -10,530 -29.6% 174,479
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 102.76 101.96 98.58
R3 100.98 100.18 98.09
R2 99.20 99.20 97.93
R1 98.40 98.40 97.76 97.91
PP 97.42 97.42 97.42 97.18
S1 96.62 96.62 97.44 96.13
S2 95.64 95.64 97.27
S3 93.86 94.84 97.11
S4 92.08 93.06 96.62
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 108.27 106.85 99.79
R3 104.37 102.95 98.71
R2 100.47 100.47 98.36
R1 99.05 99.05 98.00 99.76
PP 96.57 96.57 96.57 96.92
S1 95.15 95.15 97.28 95.86
S2 92.67 92.67 96.93
S3 88.77 91.25 96.57
S4 84.87 87.35 95.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.22 94.08 4.14 4.2% 1.58 1.6% 85% True False 39,915
10 98.22 92.36 5.86 6.0% 1.61 1.7% 89% True False 35,623
20 98.22 90.56 7.66 7.8% 1.45 1.5% 92% True False 31,169
40 99.77 90.56 9.21 9.4% 1.45 1.5% 76% False False 28,308
60 99.77 90.56 9.21 9.4% 1.34 1.4% 76% False False 24,804
80 99.77 88.48 11.29 11.6% 1.26 1.3% 81% False False 20,241
100 99.77 87.76 12.01 12.3% 1.29 1.3% 82% False False 17,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.79
2.618 102.88
1.618 101.10
1.000 100.00
0.618 99.32
HIGH 98.22
0.618 97.54
0.500 97.33
0.382 97.12
LOW 96.44
0.618 95.34
1.000 94.66
1.618 93.56
2.618 91.78
4.250 88.88
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 97.51 97.44
PP 97.42 97.27
S1 97.33 97.11

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

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