NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 18-Apr-2013
Day Change Summary
Previous Current
17-Apr-2013 18-Apr-2013 Change Change % Previous Week
Open 89.69 86.71 -2.98 -3.3% 93.35
High 89.69 88.88 -0.81 -0.9% 95.23
Low 86.67 86.26 -0.41 -0.5% 91.02
Close 87.22 88.14 0.92 1.1% 91.94
Range 3.02 2.62 -0.40 -13.2% 4.21
ATR 1.87 1.93 0.05 2.8% 0.00
Volume 36,091 30,708 -5,383 -14.9% 124,284
Daily Pivots for day following 18-Apr-2013
Classic Woodie Camarilla DeMark
R4 95.62 94.50 89.58
R3 93.00 91.88 88.86
R2 90.38 90.38 88.62
R1 89.26 89.26 88.38 89.82
PP 87.76 87.76 87.76 88.04
S1 86.64 86.64 87.90 87.20
S2 85.14 85.14 87.66
S3 82.52 84.02 87.42
S4 79.90 81.40 86.70
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 93.90 86.26 7.64 8.7% 2.93 3.3% 25% False True 36,127
10 95.23 86.26 8.97 10.2% 2.13 2.4% 21% False True 31,859
20 97.66 86.26 11.40 12.9% 1.82 2.1% 16% False True 26,249
40 97.66 86.26 11.40 12.9% 1.53 1.7% 16% False True 20,601
60 99.69 86.26 13.43 15.2% 1.42 1.6% 14% False True 19,908
80 99.69 86.26 13.43 15.2% 1.29 1.5% 14% False True 16,951
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 100.02
2.618 95.74
1.618 93.12
1.000 91.50
0.618 90.50
HIGH 88.88
0.618 87.88
0.500 87.57
0.382 87.26
LOW 86.26
0.618 84.64
1.000 83.64
1.618 82.02
2.618 79.40
4.250 75.13
Fisher Pivots for day following 18-Apr-2013
Pivot 1 day 3 day
R1 87.95 88.09
PP 87.76 88.03
S1 87.57 87.98

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

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