NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 91.83 93.50 1.67 1.8% 88.44
High 94.11 93.84 -0.27 -0.3% 94.11
Low 91.39 92.34 0.95 1.0% 87.94
Close 93.91 93.25 -0.66 -0.7% 93.25
Range 2.72 1.50 -1.22 -44.9% 6.17
ATR 2.07 2.03 -0.04 -1.7% 0.00
Volume 44,011 53,461 9,450 21.5% 266,152
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 97.64 96.95 94.08
R3 96.14 95.45 93.66
R2 94.64 94.64 93.53
R1 93.95 93.95 93.39 93.55
PP 93.14 93.14 93.14 92.94
S1 92.45 92.45 93.11 92.05
S2 91.64 91.64 92.98
S3 90.14 90.95 92.84
S4 88.64 89.45 92.43
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 110.28 107.93 96.64
R3 104.11 101.76 94.95
R2 97.94 97.94 94.38
R1 95.59 95.59 93.82 96.77
PP 91.77 91.77 91.77 92.35
S1 89.42 89.42 92.68 90.60
S2 85.60 85.60 92.12
S3 79.43 83.25 91.55
S4 73.26 77.08 89.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.11 87.94 6.17 6.6% 2.04 2.2% 86% False False 53,230
10 94.11 86.16 7.95 8.5% 2.37 2.5% 89% False False 59,929
20 98.22 86.16 12.06 12.9% 2.13 2.3% 59% False False 55,335
40 98.22 86.16 12.06 12.9% 1.79 1.9% 59% False False 43,119
60 99.77 86.16 13.61 14.6% 1.66 1.8% 52% False False 37,181
80 99.77 86.16 13.61 14.6% 1.54 1.7% 52% False False 32,203
100 99.77 86.16 13.61 14.6% 1.43 1.5% 52% False False 27,050
120 99.77 86.16 13.61 14.6% 1.43 1.5% 52% False False 23,240
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.22
2.618 97.77
1.618 96.27
1.000 95.34
0.618 94.77
HIGH 93.84
0.618 93.27
0.500 93.09
0.382 92.91
LOW 92.34
0.618 91.41
1.000 90.84
1.618 89.91
2.618 88.41
4.250 85.97
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 93.20 92.77
PP 93.14 92.29
S1 93.09 91.82

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

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