NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 16-Apr-2013
Day Change Summary
Previous Current
15-Apr-2013 16-Apr-2013 Change Change % Previous Week
Open 91.45 88.08 -3.37 -3.7% 93.43
High 91.48 89.61 -1.87 -2.0% 95.43
Low 87.96 86.85 -1.11 -1.3% 91.07
Close 89.42 89.41 -0.01 0.0% 92.01
Range 3.52 2.76 -0.76 -21.6% 4.36
ATR 1.77 1.84 0.07 4.0% 0.00
Volume 52,655 30,045 -22,610 -42.9% 111,224
Daily Pivots for day following 16-Apr-2013
Classic Woodie Camarilla DeMark
R4 96.90 95.92 90.93
R3 94.14 93.16 90.17
R2 91.38 91.38 89.92
R1 90.40 90.40 89.66 90.89
PP 88.62 88.62 88.62 88.87
S1 87.64 87.64 89.16 88.13
S2 85.86 85.86 88.90
S3 83.10 84.88 88.65
S4 80.34 82.12 87.89
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 105.92 103.32 94.41
R3 101.56 98.96 93.21
R2 97.20 97.20 92.81
R1 94.60 94.60 92.41 93.72
PP 92.84 92.84 92.84 92.40
S1 90.24 90.24 91.61 89.36
S2 88.48 88.48 91.21
S3 84.12 85.88 90.81
S4 79.76 81.52 89.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.43 86.85 8.58 9.6% 2.43 2.7% 30% False True 28,344
10 97.43 86.85 10.58 11.8% 2.14 2.4% 24% False True 28,363
20 97.94 86.85 11.09 12.4% 1.75 2.0% 23% False True 22,906
40 98.65 86.85 11.80 13.2% 1.55 1.7% 22% False True 18,893
60 99.98 86.85 13.13 14.7% 1.42 1.6% 19% False True 17,989
80 99.98 86.85 13.13 14.7% 1.28 1.4% 19% False True 14,901
100 99.98 86.85 13.13 14.7% 1.17 1.3% 19% False True 12,595
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 3 trading days
Fibonacci Retracements and Extensions
4.250 101.34
2.618 96.84
1.618 94.08
1.000 92.37
0.618 91.32
HIGH 89.61
0.618 88.56
0.500 88.23
0.382 87.90
LOW 86.85
0.618 85.14
1.000 84.09
1.618 82.38
2.618 79.62
4.250 75.12
Fisher Pivots for day following 16-Apr-2013
Pivot 1 day 3 day
R1 89.02 90.51
PP 88.62 90.14
S1 88.23 89.78

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

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