NYMEX Light Sweet Crude Oil Future August 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 97.02 97.90 0.88 0.9% 94.19
High 97.64 97.90 0.26 0.3% 97.64
Low 96.62 96.45 -0.17 -0.2% 94.19
Close 97.57 97.61 0.04 0.0% 97.57
Range 1.02 1.45 0.43 42.2% 3.45
ATR 1.33 1.33 0.01 0.7% 0.00
Volume 17,155 16,300 -855 -5.0% 79,472
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 101.67 101.09 98.41
R3 100.22 99.64 98.01
R2 98.77 98.77 97.88
R1 98.19 98.19 97.74 97.76
PP 97.32 97.32 97.32 97.10
S1 96.74 96.74 97.48 96.31
S2 95.87 95.87 97.34
S3 94.42 95.29 97.21
S4 92.97 93.84 96.81
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 106.82 105.64 99.47
R3 103.37 102.19 98.52
R2 99.92 99.92 98.20
R1 98.74 98.74 97.89 99.33
PP 96.47 96.47 96.47 96.76
S1 95.29 95.29 97.25 95.88
S2 93.02 93.02 96.94
S3 89.57 91.84 96.62
S4 86.12 88.39 95.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.90 94.19 3.71 3.8% 1.35 1.4% 92% True False 19,154
10 97.90 92.45 5.45 5.6% 1.41 1.4% 95% True False 17,149
20 97.90 90.74 7.16 7.3% 1.27 1.3% 96% True False 16,993
40 99.98 90.74 9.24 9.5% 1.35 1.4% 74% False False 16,535
60 99.98 90.74 9.24 9.5% 1.21 1.2% 74% False False 14,286
80 99.98 88.72 11.26 11.5% 1.08 1.1% 79% False False 11,656
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
4.250 104.06
2.618 101.70
1.618 100.25
1.000 99.35
0.618 98.80
HIGH 97.90
0.618 97.35
0.500 97.18
0.382 97.00
LOW 96.45
0.618 95.55
1.000 95.00
1.618 94.10
2.618 92.65
4.250 90.29
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 97.47 97.38
PP 97.32 97.15
S1 97.18 96.92

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

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