NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 23-Apr-2013
Day Change Summary
Previous Current
22-Apr-2013 23-Apr-2013 Change Change % Previous Week
Open 88.35 89.69 1.34 1.5% 91.52
High 89.70 89.70 0.00 0.0% 91.52
Low 88.06 88.28 0.22 0.2% 86.26
Close 89.51 89.52 0.01 0.0% 88.43
Range 1.64 1.42 -0.22 -13.4% 5.26
ATR 1.85 1.82 -0.03 -1.7% 0.00
Volume 17,951 27,257 9,306 51.8% 195,147
Daily Pivots for day following 23-Apr-2013
Classic Woodie Camarilla DeMark
R4 93.43 92.89 90.30
R3 92.01 91.47 89.91
R2 90.59 90.59 89.78
R1 90.05 90.05 89.65 89.61
PP 89.17 89.17 89.17 88.95
S1 88.63 88.63 89.39 88.19
S2 87.75 87.75 89.26
S3 86.33 87.21 89.13
S4 84.91 85.79 88.74
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 104.52 101.73 91.32
R3 99.26 96.47 89.88
R2 94.00 94.00 89.39
R1 91.21 91.21 88.91 89.98
PP 88.74 88.74 88.74 88.12
S1 85.95 85.95 87.95 84.72
S2 83.48 83.48 87.47
S3 78.22 80.69 86.98
S4 72.96 75.43 85.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.70 86.26 3.44 3.8% 1.95 2.2% 95% True False 29,676
10 95.23 86.26 8.97 10.0% 2.15 2.4% 36% False False 31,038
20 97.66 86.26 11.40 12.7% 1.82 2.0% 29% False False 28,064
40 97.66 86.26 11.40 12.7% 1.53 1.7% 29% False False 21,694
60 99.69 86.26 13.43 15.0% 1.43 1.6% 24% False False 20,444
80 99.69 86.26 13.43 15.0% 1.30 1.5% 24% False False 17,871
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.74
2.618 93.42
1.618 92.00
1.000 91.12
0.618 90.58
HIGH 89.70
0.618 89.16
0.500 88.99
0.382 88.82
LOW 88.28
0.618 87.40
1.000 86.86
1.618 85.98
2.618 84.56
4.250 82.25
Fisher Pivots for day following 23-Apr-2013
Pivot 1 day 3 day
R1 89.34 89.31
PP 89.17 89.09
S1 88.99 88.88

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

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