NYMEX Light Sweet Crude Oil Future July 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 88.44 89.55 1.11 1.3% 91.44
High 89.73 89.83 0.10 0.1% 91.44
Low 87.94 88.09 0.15 0.2% 86.16
Close 89.45 89.46 0.01 0.0% 88.48
Range 1.79 1.74 -0.05 -2.8% 5.28
ATR 2.00 1.98 -0.02 -0.9% 0.00
Volume 44,301 39,877 -4,424 -10.0% 333,138
Daily Pivots for day following 23-Apr-2013
Classic Woodie Camarilla DeMark
R4 94.35 93.64 90.42
R3 92.61 91.90 89.94
R2 90.87 90.87 89.78
R1 90.16 90.16 89.62 89.65
PP 89.13 89.13 89.13 88.87
S1 88.42 88.42 89.30 87.91
S2 87.39 87.39 89.14
S3 85.65 86.68 88.98
S4 83.91 84.94 88.50
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 104.53 101.79 91.38
R3 99.25 96.51 89.93
R2 93.97 93.97 89.45
R1 91.23 91.23 88.96 89.96
PP 88.69 88.69 88.69 88.06
S1 85.95 85.95 88.00 84.68
S2 83.41 83.41 87.51
S3 78.13 80.67 87.03
S4 72.85 75.39 85.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.83 86.16 3.67 4.1% 2.11 2.4% 90% True False 52,833
10 95.36 86.16 9.20 10.3% 2.31 2.6% 36% False False 55,654
20 98.22 86.16 12.06 13.5% 2.01 2.2% 27% False False 52,725
40 98.22 86.16 12.06 13.5% 1.68 1.9% 27% False False 40,061
60 99.77 86.16 13.61 15.2% 1.60 1.8% 24% False False 35,167
80 99.77 86.16 13.61 15.2% 1.50 1.7% 24% False False 30,224
100 99.77 86.16 13.61 15.2% 1.40 1.6% 24% False False 25,354
120 99.77 86.16 13.61 15.2% 1.39 1.6% 24% False False 21,780
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.23
2.618 94.39
1.618 92.65
1.000 91.57
0.618 90.91
HIGH 89.83
0.618 89.17
0.500 88.96
0.382 88.75
LOW 88.09
0.618 87.01
1.000 86.35
1.618 85.27
2.618 83.53
4.250 80.70
Fisher Pivots for day following 23-Apr-2013
Pivot 1 day 3 day
R1 89.29 89.27
PP 89.13 89.08
S1 88.96 88.89

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

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