NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 04-Apr-2013
Day Change Summary
Previous Current
03-Apr-2013 04-Apr-2013 Change Change % Previous Week
Open 96.53 94.59 -1.94 -2.0% 93.88
High 96.71 94.73 -1.98 -2.0% 96.91
Low 94.36 92.47 -1.89 -2.0% 93.85
Close 94.55 93.43 -1.12 -1.2% 96.88
Range 2.35 2.26 -0.09 -3.8% 3.06
ATR 1.30 1.37 0.07 5.2% 0.00
Volume 8,479 8,196 -283 -3.3% 41,616
Daily Pivots for day following 04-Apr-2013
Classic Woodie Camarilla DeMark
R4 100.32 99.14 94.67
R3 98.06 96.88 94.05
R2 95.80 95.80 93.84
R1 94.62 94.62 93.64 94.08
PP 93.54 93.54 93.54 93.28
S1 92.36 92.36 93.22 91.82
S2 91.28 91.28 93.02
S3 89.02 90.10 92.81
S4 86.76 87.84 92.19
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 105.06 104.03 98.56
R3 102.00 100.97 97.72
R2 98.94 98.94 97.44
R1 97.91 97.91 97.16 98.43
PP 95.88 95.88 95.88 96.14
S1 94.85 94.85 96.60 95.37
S2 92.82 92.82 96.32
S3 89.76 91.79 96.04
S4 86.70 88.73 95.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.26 92.47 4.79 5.1% 1.60 1.7% 20% False True 8,501
10 97.26 92.09 5.17 5.5% 1.42 1.5% 26% False False 8,440
20 97.26 91.39 5.87 6.3% 1.26 1.3% 35% False False 7,691
40 99.41 90.65 8.76 9.4% 1.20 1.3% 32% False False 7,680
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.34
2.618 100.65
1.618 98.39
1.000 96.99
0.618 96.13
HIGH 94.73
0.618 93.87
0.500 93.60
0.382 93.33
LOW 92.47
0.618 91.07
1.000 90.21
1.618 88.81
2.618 86.55
4.250 82.87
Fisher Pivots for day following 04-Apr-2013
Pivot 1 day 3 day
R1 93.60 94.87
PP 93.54 94.39
S1 93.49 93.91

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

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