NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 97.90 97.44 -0.46 -0.5% 94.19
High 97.90 97.94 0.04 0.0% 97.64
Low 96.45 96.66 0.21 0.2% 94.19
Close 97.61 97.73 0.12 0.1% 97.57
Range 1.45 1.28 -0.17 -11.7% 3.45
ATR 1.33 1.33 0.00 -0.3% 0.00
Volume 16,300 20,564 4,264 26.2% 79,472
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 101.28 100.79 98.43
R3 100.00 99.51 98.08
R2 98.72 98.72 97.96
R1 98.23 98.23 97.85 98.48
PP 97.44 97.44 97.44 97.57
S1 96.95 96.95 97.61 97.20
S2 96.16 96.16 97.50
S3 94.88 95.67 97.38
S4 93.60 94.39 97.03
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 97.94 95.33 2.61 2.7% 1.26 1.3% 92% True False 20,678
10 97.94 92.45 5.49 5.6% 1.35 1.4% 96% True False 17,450
20 97.94 90.94 7.00 7.2% 1.26 1.3% 97% True False 17,087
40 99.83 90.74 9.09 9.3% 1.34 1.4% 77% False False 16,432
60 99.98 90.74 9.24 9.5% 1.22 1.3% 76% False False 14,484
80 99.98 88.72 11.26 11.5% 1.09 1.1% 80% False False 11,883
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.38
2.618 101.29
1.618 100.01
1.000 99.22
0.618 98.73
HIGH 97.94
0.618 97.45
0.500 97.30
0.382 97.15
LOW 96.66
0.618 95.87
1.000 95.38
1.618 94.59
2.618 93.31
4.250 91.22
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 97.59 97.55
PP 97.44 97.37
S1 97.30 97.20

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

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