NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 17-Apr-2013
Day Change Summary
Previous Current
16-Apr-2013 17-Apr-2013 Change Change % Previous Week
Open 88.13 89.69 1.56 1.8% 93.35
High 89.49 89.69 0.20 0.2% 95.23
Low 86.86 86.67 -0.19 -0.2% 91.02
Close 89.36 87.22 -2.14 -2.4% 91.94
Range 2.63 3.02 0.39 14.8% 4.21
ATR 1.79 1.87 0.09 4.9% 0.00
Volume 36,623 36,091 -532 -1.5% 124,284
Daily Pivots for day following 17-Apr-2013
Classic Woodie Camarilla DeMark
R4 96.92 95.09 88.88
R3 93.90 92.07 88.05
R2 90.88 90.88 87.77
R1 89.05 89.05 87.50 88.46
PP 87.86 87.86 87.86 87.56
S1 86.03 86.03 86.94 85.44
S2 84.84 84.84 86.67
S3 81.82 83.01 86.39
S4 78.80 79.99 85.56
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 105.36 102.86 94.26
R3 101.15 98.65 93.10
R2 96.94 96.94 92.71
R1 94.44 94.44 92.33 93.59
PP 92.73 92.73 92.73 92.30
S1 90.23 90.23 91.55 89.38
S2 88.52 88.52 91.17
S3 84.31 86.02 90.78
S4 80.10 81.81 89.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.00 86.67 8.33 9.6% 2.70 3.1% 7% False True 34,934
10 95.24 86.67 8.57 9.8% 2.12 2.4% 6% False True 31,940
20 97.66 86.67 10.99 12.6% 1.74 2.0% 5% False True 25,578
40 98.45 86.67 11.78 13.5% 1.54 1.8% 5% False True 20,117
60 99.69 86.67 13.02 14.9% 1.39 1.6% 4% False True 19,556
80 99.69 86.67 13.02 14.9% 1.27 1.5% 4% False True 16,628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.53
2.618 97.60
1.618 94.58
1.000 92.71
0.618 91.56
HIGH 89.69
0.618 88.54
0.500 88.18
0.382 87.82
LOW 86.67
0.618 84.80
1.000 83.65
1.618 81.78
2.618 78.76
4.250 73.84
Fisher Pivots for day following 17-Apr-2013
Pivot 1 day 3 day
R1 88.18 89.10
PP 87.86 88.47
S1 87.54 87.85

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

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