NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 29-Apr-2013
Day Change Summary
Previous Current
26-Apr-2013 29-Apr-2013 Change Change % Previous Week
Open 93.56 93.05 -0.51 -0.5% 88.56
High 93.87 94.87 1.00 1.1% 94.16
Low 92.40 92.78 0.38 0.4% 88.13
Close 93.29 94.71 1.42 1.5% 93.29
Range 1.47 2.09 0.62 42.2% 6.03
ATR 1.96 1.97 0.01 0.5% 0.00
Volume 38,709 31,609 -7,100 -18.3% 169,047
Daily Pivots for day following 29-Apr-2013
Classic Woodie Camarilla DeMark
R4 100.39 99.64 95.86
R3 98.30 97.55 95.28
R2 96.21 96.21 95.09
R1 95.46 95.46 94.90 95.84
PP 94.12 94.12 94.12 94.31
S1 93.37 93.37 94.52 93.75
S2 92.03 92.03 94.33
S3 89.94 91.28 94.14
S4 87.85 89.19 93.56
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 109.95 107.65 96.61
R3 103.92 101.62 94.95
R2 97.89 97.89 94.40
R1 95.59 95.59 93.84 96.74
PP 91.86 91.86 91.86 92.44
S1 89.56 89.56 92.74 90.71
S2 85.83 85.83 92.18
S3 79.80 83.53 91.63
S4 73.77 77.50 89.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.87 88.28 6.59 7.0% 2.04 2.2% 98% True False 36,607
10 94.87 86.29 8.58 9.1% 2.16 2.3% 98% True False 31,530
20 97.94 86.29 11.65 12.3% 2.08 2.2% 72% False False 29,472
40 97.94 86.29 11.65 12.3% 1.67 1.8% 72% False False 23,233
60 99.98 86.29 13.69 14.5% 1.59 1.7% 62% False False 20,847
80 99.98 86.29 13.69 14.5% 1.43 1.5% 62% False False 18,083
100 99.98 86.29 13.69 14.5% 1.28 1.4% 62% False False 15,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.75
2.618 100.34
1.618 98.25
1.000 96.96
0.618 96.16
HIGH 94.87
0.618 94.07
0.500 93.83
0.382 93.58
LOW 92.78
0.618 91.49
1.000 90.69
1.618 89.40
2.618 87.31
4.250 83.90
Fisher Pivots for day following 29-Apr-2013
Pivot 1 day 3 day
R1 94.42 94.20
PP 94.12 93.69
S1 93.83 93.18

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

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