NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 19-Apr-2013
Day Change Summary
Previous Current
18-Apr-2013 19-Apr-2013 Change Change % Previous Week
Open 86.89 88.58 1.69 1.9% 91.08
High 88.49 88.58 0.09 0.1% 91.08
Low 86.64 87.85 1.21 1.4% 86.47
Close 87.86 88.16 0.30 0.3% 88.16
Range 1.85 0.73 -1.12 -60.5% 4.61
ATR 1.78 1.70 -0.07 -4.2% 0.00
Volume 14,517 11,260 -3,257 -22.4% 79,559
Daily Pivots for day following 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 90.39 90.00 88.56
R3 89.66 89.27 88.36
R2 88.93 88.93 88.29
R1 88.54 88.54 88.23 88.37
PP 88.20 88.20 88.20 88.11
S1 87.81 87.81 88.09 87.64
S2 87.47 87.47 88.03
S3 86.74 87.08 87.96
S4 86.01 86.35 87.76
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 102.40 99.89 90.70
R3 97.79 95.28 89.43
R2 93.18 93.18 89.01
R1 90.67 90.67 88.58 89.62
PP 88.57 88.57 88.57 88.05
S1 86.06 86.06 87.74 85.01
S2 83.96 83.96 87.31
S3 79.35 81.45 86.89
S4 74.74 76.84 85.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.08 86.47 4.61 5.2% 2.24 2.5% 37% False False 15,911
10 94.83 86.47 8.36 9.5% 1.88 2.1% 20% False False 12,705
20 97.26 86.47 10.79 12.2% 1.66 1.9% 16% False False 10,855
40 97.26 86.47 10.79 12.2% 1.36 1.5% 16% False False 8,502
60 99.41 86.47 12.94 14.7% 1.23 1.4% 13% False False 8,399
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 91.68
2.618 90.49
1.618 89.76
1.000 89.31
0.618 89.03
HIGH 88.58
0.618 88.30
0.500 88.22
0.382 88.13
LOW 87.85
0.618 87.40
1.000 87.12
1.618 86.67
2.618 85.94
4.250 84.75
Fisher Pivots for day following 19-Apr-2013
Pivot 1 day 3 day
R1 88.22 88.08
PP 88.20 88.00
S1 88.18 87.92

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

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