NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 93.29 91.15 -2.14 -2.3% 88.44
High 93.44 94.45 1.01 1.1% 94.11
Low 90.32 90.88 0.56 0.6% 87.94
Close 91.24 94.20 2.96 3.2% 93.25
Range 3.12 3.57 0.45 14.4% 6.17
ATR 2.12 2.23 0.10 4.9% 0.00
Volume 85,378 99,061 13,683 16.0% 266,152
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 103.89 102.61 96.16
R3 100.32 99.04 95.18
R2 96.75 96.75 94.85
R1 95.47 95.47 94.53 96.11
PP 93.18 93.18 93.18 93.50
S1 91.90 91.90 93.87 92.54
S2 89.61 89.61 93.55
S3 86.04 88.33 93.22
S4 82.47 84.76 92.24
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 94.89 90.32 4.57 4.9% 2.43 2.6% 85% False False 66,199
10 94.89 87.94 6.95 7.4% 2.21 2.3% 90% False False 60,274
20 95.36 86.16 9.20 9.8% 2.24 2.4% 87% False False 59,473
40 98.22 86.16 12.06 12.8% 1.91 2.0% 67% False False 47,862
60 99.77 86.16 13.61 14.4% 1.76 1.9% 59% False False 39,730
80 99.77 86.16 13.61 14.4% 1.62 1.7% 59% False False 35,036
100 99.77 86.16 13.61 14.4% 1.49 1.6% 59% False False 29,662
120 99.77 86.16 13.61 14.4% 1.44 1.5% 59% False False 25,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 109.62
2.618 103.80
1.618 100.23
1.000 98.02
0.618 96.66
HIGH 94.45
0.618 93.09
0.500 92.67
0.382 92.24
LOW 90.88
0.618 88.67
1.000 87.31
1.618 85.10
2.618 81.53
4.250 75.71
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 93.69 93.66
PP 93.18 93.12
S1 92.67 92.58

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

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