NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 93.03 90.89 -2.14 -2.3% 88.35
High 93.03 94.10 1.07 1.2% 94.00
Low 90.09 90.59 0.50 0.6% 88.06
Close 90.98 93.89 2.91 3.2% 93.09
Range 2.94 3.51 0.57 19.4% 5.94
ATR 2.00 2.10 0.11 5.4% 0.00
Volume 37,564 45,384 7,820 20.8% 151,451
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 103.39 102.15 95.82
R3 99.88 98.64 94.86
R2 96.37 96.37 94.53
R1 95.13 95.13 94.21 95.75
PP 92.86 92.86 92.86 93.17
S1 91.62 91.62 93.57 92.24
S2 89.35 89.35 93.25
S3 85.84 88.11 92.92
S4 82.33 84.60 91.96
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 109.54 107.25 96.36
R3 103.60 101.31 94.72
R2 97.66 97.66 94.18
R1 95.37 95.37 93.63 96.52
PP 91.72 91.72 91.72 92.29
S1 89.43 89.43 92.55 90.58
S2 85.78 85.78 92.00
S3 79.84 83.49 91.46
S4 73.90 77.55 89.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.58 90.09 4.49 4.8% 2.35 2.5% 85% False False 34,986
10 94.58 88.06 6.52 6.9% 2.08 2.2% 89% False False 32,818
20 95.23 86.26 8.97 9.6% 2.10 2.2% 85% False False 32,339
40 97.66 86.26 11.40 12.1% 1.75 1.9% 67% False False 25,955
60 99.69 86.26 13.43 14.3% 1.60 1.7% 57% False False 22,691
80 99.69 86.26 13.43 14.3% 1.43 1.5% 57% False False 20,441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 109.02
2.618 103.29
1.618 99.78
1.000 97.61
0.618 96.27
HIGH 94.10
0.618 92.76
0.500 92.35
0.382 91.93
LOW 90.59
0.618 88.42
1.000 87.08
1.618 84.91
2.618 81.40
4.250 75.67
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 93.38 93.36
PP 92.86 92.83
S1 92.35 92.31

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

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