NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 16-Apr-2013
Day Change Summary
Previous Current
15-Apr-2013 16-Apr-2013 Change Change % Previous Week
Open 91.08 87.79 -3.29 -3.6% 93.01
High 91.08 89.25 -1.83 -2.0% 94.83
Low 87.82 86.80 -1.02 -1.2% 90.90
Close 89.13 89.16 0.03 0.0% 91.67
Range 3.26 2.45 -0.81 -24.8% 3.93
ATR 1.63 1.69 0.06 3.6% 0.00
Volume 20,908 20,312 -596 -2.9% 47,491
Daily Pivots for day following 16-Apr-2013
Classic Woodie Camarilla DeMark
R4 95.75 94.91 90.51
R3 93.30 92.46 89.83
R2 90.85 90.85 89.61
R1 90.01 90.01 89.38 90.43
PP 88.40 88.40 88.40 88.62
S1 87.56 87.56 88.94 87.98
S2 85.95 85.95 88.71
S3 83.50 85.11 88.49
S4 81.05 82.66 87.81
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 104.26 101.89 93.83
R3 100.33 97.96 92.75
R2 96.40 96.40 92.39
R1 94.03 94.03 92.03 93.25
PP 92.47 92.47 92.47 92.08
S1 90.10 90.10 91.31 89.32
S2 88.54 88.54 90.95
S3 84.61 86.17 90.59
S4 80.68 82.24 89.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.83 86.80 8.03 9.0% 2.19 2.5% 29% False True 14,347
10 96.71 86.80 9.91 11.1% 1.94 2.2% 24% False True 11,632
20 97.26 86.80 10.46 11.7% 1.58 1.8% 23% False True 9,917
40 98.31 86.80 11.51 12.9% 1.36 1.5% 21% False True 8,015
60 99.41 86.80 12.61 14.1% 1.17 1.3% 19% False True 8,075
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 True
Bull Hook False
Stretch 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.66
2.618 95.66
1.618 93.21
1.000 91.70
0.618 90.76
HIGH 89.25
0.618 88.31
0.500 88.03
0.382 87.74
LOW 86.80
0.618 85.29
1.000 84.35
1.618 82.84
2.618 80.39
4.250 76.39
Fisher Pivots for day following 16-Apr-2013
Pivot 1 day 3 day
R1 88.78 90.18
PP 88.40 89.84
S1 88.03 89.50

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

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