NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 04-Apr-2013
Day Change Summary
Previous Current
03-Apr-2013 04-Apr-2013 Change Change % Previous Week
Open 97.36 95.07 -2.29 -2.4% 94.19
High 97.43 95.38 -2.05 -2.1% 97.64
Low 94.93 92.77 -2.16 -2.3% 94.19
Close 95.06 93.88 -1.18 -1.2% 97.57
Range 2.50 2.61 0.11 4.4% 3.45
ATR 1.44 1.52 0.08 5.8% 0.00
Volume 25,004 27,572 2,568 10.3% 79,472
Daily Pivots for day following 04-Apr-2013
Classic Woodie Camarilla DeMark
R4 101.84 100.47 95.32
R3 99.23 97.86 94.60
R2 96.62 96.62 94.36
R1 95.25 95.25 94.12 94.63
PP 94.01 94.01 94.01 93.70
S1 92.64 92.64 93.64 92.02
S2 91.40 91.40 93.40
S3 88.79 90.03 93.16
S4 86.18 87.42 92.44
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 92.77 5.17 5.5% 1.77 1.9% 21% False True 21,319
10 97.94 92.45 5.49 5.8% 1.57 1.7% 26% False False 19,863
20 97.94 91.63 6.31 6.7% 1.42 1.5% 36% False False 18,573
40 99.83 90.74 9.09 9.7% 1.40 1.5% 35% False False 16,771
60 99.98 90.74 9.24 9.8% 1.27 1.4% 34% False False 15,165
80 99.98 88.72 11.26 12.0% 1.14 1.2% 46% False False 12,489
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 0.22
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 106.47
2.618 102.21
1.618 99.60
1.000 97.99
0.618 96.99
HIGH 95.38
0.618 94.38
0.500 94.08
0.382 93.77
LOW 92.77
0.618 91.16
1.000 90.16
1.618 88.55
2.618 85.94
4.250 81.68
Fisher Pivots for day following 04-Apr-2013
Pivot 1 day 3 day
R1 94.08 95.36
PP 94.01 94.86
S1 93.95 94.37

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

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