NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 25-Apr-2013
Day Change Summary
Previous Current
24-Apr-2013 25-Apr-2013 Change Change % Previous Week
Open 89.48 91.80 2.32 2.6% 91.08
High 91.52 93.65 2.13 2.3% 91.08
Low 89.40 91.09 1.69 1.9% 86.47
Close 91.35 93.48 2.13 2.3% 88.16
Range 2.12 2.56 0.44 20.8% 4.61
ATR 1.70 1.77 0.06 3.6% 0.00
Volume 16,603 11,225 -5,378 -32.4% 79,559
Daily Pivots for day following 25-Apr-2013
Classic Woodie Camarilla DeMark
R4 100.42 99.51 94.89
R3 97.86 96.95 94.18
R2 95.30 95.30 93.95
R1 94.39 94.39 93.71 94.85
PP 92.74 92.74 92.74 92.97
S1 91.83 91.83 93.25 92.29
S2 90.18 90.18 93.01
S3 87.62 89.27 92.78
S4 85.06 86.71 92.07
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 93.65 87.85 5.80 6.2% 1.66 1.8% 97% True False 10,449
10 93.65 86.47 7.18 7.7% 2.14 2.3% 98% True False 13,093
20 97.26 86.47 10.79 11.5% 1.79 1.9% 65% False False 11,074
40 97.26 86.47 10.79 11.5% 1.45 1.5% 65% False False 9,019
60 99.41 86.47 12.94 13.8% 1.30 1.4% 54% False False 8,681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 104.53
2.618 100.35
1.618 97.79
1.000 96.21
0.618 95.23
HIGH 93.65
0.618 92.67
0.500 92.37
0.382 92.07
LOW 91.09
0.618 89.51
1.000 88.53
1.618 86.95
2.618 84.39
4.250 80.21
Fisher Pivots for day following 25-Apr-2013
Pivot 1 day 3 day
R1 93.11 92.62
PP 92.74 91.75
S1 92.37 90.89

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

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