NYMEX Light Sweet Crude Oil Future October 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 89.36 86.89 -2.47 -2.8% 93.01
High 89.36 88.49 -0.87 -1.0% 94.83
Low 86.47 86.64 0.17 0.2% 90.90
Close 87.01 87.86 0.85 1.0% 91.67
Range 2.89 1.85 -1.04 -36.0% 3.93
ATR 1.77 1.78 0.01 0.3% 0.00
Volume 12,562 14,517 1,955 15.6% 47,491
Daily Pivots for day following 18-Apr-2013
Classic Woodie Camarilla DeMark
R4 93.21 92.39 88.88
R3 91.36 90.54 88.37
R2 89.51 89.51 88.20
R1 88.69 88.69 88.03 89.10
PP 87.66 87.66 87.66 87.87
S1 86.84 86.84 87.69 87.25
S2 85.81 85.81 87.52
S3 83.96 84.99 87.35
S4 82.11 83.14 86.84
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 93.56 86.47 7.09 8.1% 2.62 3.0% 20% False False 15,736
10 94.83 86.47 8.36 9.5% 1.96 2.2% 17% False False 12,673
20 97.26 86.47 10.79 12.3% 1.69 1.9% 13% False False 10,556
40 97.26 86.47 10.79 12.3% 1.39 1.6% 13% False False 8,367
60 99.41 86.47 12.94 14.7% 1.23 1.4% 11% False False 8,297
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 96.35
2.618 93.33
1.618 91.48
1.000 90.34
0.618 89.63
HIGH 88.49
0.618 87.78
0.500 87.57
0.382 87.35
LOW 86.64
0.618 85.50
1.000 84.79
1.618 83.65
2.618 81.80
4.250 78.78
Fisher Pivots for day following 18-Apr-2013
Pivot 1 day 3 day
R1 87.76 87.92
PP 87.66 87.90
S1 87.57 87.88

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

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