NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 10-Apr-2013
Day Change Summary
Previous Current
09-Apr-2013 10-Apr-2013 Change Change % Previous Week
Open 94.29 94.56 0.27 0.3% 97.90
High 95.00 95.43 0.43 0.5% 97.94
Low 93.52 94.13 0.61 0.7% 92.58
Close 94.80 95.29 0.49 0.5% 93.32
Range 1.48 1.30 -0.18 -12.2% 5.36
ATR 1.49 1.48 -0.01 -0.9% 0.00
Volume 17,609 27,072 9,463 53.7% 126,577
Daily Pivots for day following 10-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.85 98.37 96.01
R3 97.55 97.07 95.65
R2 96.25 96.25 95.53
R1 95.77 95.77 95.41 96.01
PP 94.95 94.95 94.95 95.07
S1 94.47 94.47 95.17 94.71
S2 93.65 93.65 95.05
S3 92.35 93.17 94.93
S4 91.05 91.87 94.58
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 95.43 92.58 2.85 3.0% 1.62 1.7% 95% True False 28,797
10 97.94 92.58 5.36 5.6% 1.55 1.6% 51% False False 24,631
20 97.94 92.45 5.49 5.8% 1.45 1.5% 52% False False 21,017
40 99.83 90.74 9.09 9.5% 1.39 1.5% 50% False False 17,707
60 99.98 90.74 9.24 9.7% 1.31 1.4% 49% False False 16,604
80 99.98 88.72 11.26 11.8% 1.18 1.2% 58% False False 13,694
100 99.98 88.72 11.26 11.8% 1.09 1.1% 58% False False 11,579
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.96
2.618 98.83
1.618 97.53
1.000 96.73
0.618 96.23
HIGH 95.43
0.618 94.93
0.500 94.78
0.382 94.63
LOW 94.13
0.618 93.33
1.000 92.83
1.618 92.03
2.618 90.73
4.250 88.61
Fisher Pivots for day following 10-Apr-2013
Pivot 1 day 3 day
R1 95.12 94.95
PP 94.95 94.61
S1 94.78 94.27

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

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