NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 05-Apr-2013
Day Change Summary
Previous Current
04-Apr-2013 05-Apr-2013 Change Change % Previous Week
Open 95.04 93.91 -1.13 -1.2% 97.75
High 95.31 94.03 -1.28 -1.3% 98.22
Low 92.72 92.49 -0.23 -0.2% 92.49
Close 93.79 93.24 -0.55 -0.6% 93.24
Range 2.59 1.54 -1.05 -40.5% 5.73
ATR 1.65 1.65 -0.01 -0.5% 0.00
Volume 74,398 71,016 -3,382 -4.5% 265,782
Daily Pivots for day following 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 97.87 97.10 94.09
R3 96.33 95.56 93.66
R2 94.79 94.79 93.52
R1 94.02 94.02 93.38 93.64
PP 93.25 93.25 93.25 93.06
S1 92.48 92.48 93.10 92.10
S2 91.71 91.71 92.96
S3 90.17 90.94 92.82
S4 88.63 89.40 92.39
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 111.84 108.27 96.39
R3 106.11 102.54 94.82
R2 100.38 100.38 94.29
R1 96.81 96.81 93.77 95.73
PP 94.65 94.65 94.65 94.11
S1 91.08 91.08 92.71 90.00
S2 88.92 88.92 92.19
S3 83.19 85.35 91.66
S4 77.46 79.62 90.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.22 92.49 5.73 6.1% 1.99 2.1% 13% False True 53,156
10 98.22 92.49 5.73 6.1% 1.76 1.9% 13% False True 47,671
20 98.22 91.88 6.34 6.8% 1.58 1.7% 21% False False 38,651
40 99.77 90.56 9.21 9.9% 1.51 1.6% 29% False False 31,057
60 99.77 90.56 9.21 9.9% 1.42 1.5% 29% False False 27,870
80 99.77 88.48 11.29 12.1% 1.31 1.4% 42% False False 23,016
100 99.77 88.29 11.48 12.3% 1.28 1.4% 43% False False 19,302
120 99.77 87.76 12.01 12.9% 1.30 1.4% 46% False False 16,708
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 3 trading days
Fibonacci Retracements and Extensions
4.250 100.58
2.618 98.06
1.618 96.52
1.000 95.57
0.618 94.98
HIGH 94.03
0.618 93.44
0.500 93.26
0.382 93.08
LOW 92.49
0.618 91.54
1.000 90.95
1.618 90.00
2.618 88.46
4.250 85.95
Fisher Pivots for day following 05-Apr-2013
Pivot 1 day 3 day
R1 93.26 94.95
PP 93.25 94.38
S1 93.25 93.81

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

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