NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 05-Apr-2013
Day Change Summary
Previous Current
04-Apr-2013 05-Apr-2013 Change Change % Previous Week
Open 95.07 94.07 -1.00 -1.1% 97.90
High 95.38 94.07 -1.31 -1.4% 97.94
Low 92.77 92.58 -0.19 -0.2% 92.58
Close 93.88 93.32 -0.56 -0.6% 93.32
Range 2.61 1.49 -1.12 -42.9% 5.36
ATR 1.52 1.52 0.00 -0.1% 0.00
Volume 27,572 37,137 9,565 34.7% 126,577
Daily Pivots for day following 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 97.79 97.05 94.14
R3 96.30 95.56 93.73
R2 94.81 94.81 93.59
R1 94.07 94.07 93.46 93.70
PP 93.32 93.32 93.32 93.14
S1 92.58 92.58 93.18 92.21
S2 91.83 91.83 93.05
S3 90.34 91.09 92.91
S4 88.85 89.60 92.50
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 110.69 107.37 96.27
R3 105.33 102.01 94.79
R2 99.97 99.97 94.30
R1 96.65 96.65 93.81 95.63
PP 94.61 94.61 94.61 94.11
S1 91.29 91.29 92.83 90.27
S2 89.25 89.25 92.34
S3 83.89 85.93 91.85
S4 78.53 80.57 90.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.94 92.58 5.36 5.7% 1.87 2.0% 14% False True 25,315
10 97.94 92.58 5.36 5.7% 1.58 1.7% 14% False True 21,926
20 97.94 91.99 5.95 6.4% 1.44 1.5% 22% False False 19,821
40 99.83 90.74 9.09 9.7% 1.40 1.5% 28% False False 17,300
60 99.98 90.74 9.24 9.9% 1.29 1.4% 28% False False 15,666
80 99.98 88.72 11.26 12.1% 1.15 1.2% 41% False False 12,918
100 99.98 88.66 11.32 12.1% 1.07 1.1% 41% False False 10,874
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 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.40
2.618 97.97
1.618 96.48
1.000 95.56
0.618 94.99
HIGH 94.07
0.618 93.50
0.500 93.33
0.382 93.15
LOW 92.58
0.618 91.66
1.000 91.09
1.618 90.17
2.618 88.68
4.250 86.25
Fisher Pivots for day following 05-Apr-2013
Pivot 1 day 3 day
R1 93.33 95.01
PP 93.32 94.44
S1 93.32 93.88

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

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