NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 29-Apr-2013
Day Change Summary
Previous Current
26-Apr-2013 29-Apr-2013 Change Change % Previous Week
Open 92.90 92.67 -0.23 -0.2% 88.50
High 93.33 94.05 0.72 0.8% 93.65
Low 91.88 92.63 0.75 0.8% 87.95
Close 92.73 94.02 1.29 1.4% 92.73
Range 1.45 1.42 -0.03 -2.1% 5.70
ATR 1.75 1.73 -0.02 -1.4% 0.00
Volume 19,153 11,959 -7,194 -37.6% 60,142
Daily Pivots for day following 29-Apr-2013
Classic Woodie Camarilla DeMark
R4 97.83 97.34 94.80
R3 96.41 95.92 94.41
R2 94.99 94.99 94.28
R1 94.50 94.50 94.15 94.75
PP 93.57 93.57 93.57 93.69
S1 93.08 93.08 93.89 93.33
S2 92.15 92.15 93.76
S3 90.73 91.66 93.63
S4 89.31 90.24 93.24
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 108.54 106.34 95.87
R3 102.84 100.64 94.30
R2 97.14 97.14 93.78
R1 94.94 94.94 93.25 96.04
PP 91.44 91.44 91.44 92.00
S1 89.24 89.24 92.21 90.34
S2 85.74 85.74 91.69
S3 80.04 83.54 91.16
S4 74.34 77.84 89.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.05 88.13 5.92 6.3% 1.78 1.9% 99% True False 13,286
10 94.05 86.47 7.58 8.1% 1.83 2.0% 100% True False 13,075
20 97.26 86.47 10.79 11.5% 1.83 1.9% 70% False False 11,832
40 97.26 86.47 10.79 11.5% 1.47 1.6% 70% False False 9,515
60 99.41 86.47 12.94 13.8% 1.33 1.4% 58% False False 8,997
Crabel Price Patterns
NR True
NR4 True
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 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.09
2.618 97.77
1.618 96.35
1.000 95.47
0.618 94.93
HIGH 94.05
0.618 93.51
0.500 93.34
0.382 93.17
LOW 92.63
0.618 91.75
1.000 91.21
1.618 90.33
2.618 88.91
4.250 86.60
Fisher Pivots for day following 29-Apr-2013
Pivot 1 day 3 day
R1 93.79 93.54
PP 93.57 93.05
S1 93.34 92.57

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

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