NYMEX Light Sweet Crude Oil Future November 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 90.78 87.59 -3.19 -3.5% 92.50
High 90.78 88.94 -1.84 -2.0% 94.40
Low 87.57 87.07 -0.50 -0.6% 90.59
Close 88.84 88.90 0.06 0.1% 91.34
Range 3.21 1.87 -1.34 -41.7% 3.81
ATR 1.51 1.53 0.03 1.7% 0.00
Volume 13,936 11,281 -2,655 -19.1% 35,972
Daily Pivots for day following 16-Apr-2013
Classic Woodie Camarilla DeMark
R4 93.91 93.28 89.93
R3 92.04 91.41 89.41
R2 90.17 90.17 89.24
R1 89.54 89.54 89.07 89.86
PP 88.30 88.30 88.30 88.46
S1 87.67 87.67 88.73 87.99
S2 86.43 86.43 88.56
S3 84.56 85.80 88.39
S4 82.69 83.93 87.87
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 103.54 101.25 93.44
R3 99.73 97.44 92.39
R2 95.92 95.92 92.04
R1 93.63 93.63 91.69 92.87
PP 92.11 92.11 92.11 91.73
S1 89.82 89.82 90.99 89.06
S2 88.30 88.30 90.64
S3 84.49 86.01 90.29
S4 80.68 82.20 89.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.40 87.07 7.33 8.2% 1.96 2.2% 25% False True 9,474
10 96.42 87.07 9.35 10.5% 1.72 1.9% 20% False True 8,110
20 96.74 87.07 9.67 10.9% 1.42 1.6% 19% False True 6,667
40 98.02 87.07 10.95 12.3% 1.21 1.4% 17% False True 5,631
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 False
Bull Hook False
Stretch 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.89
2.618 93.84
1.618 91.97
1.000 90.81
0.618 90.10
HIGH 88.94
0.618 88.23
0.500 88.01
0.382 87.78
LOW 87.07
0.618 85.91
1.000 85.20
1.618 84.04
2.618 82.17
4.250 79.12
Fisher Pivots for day following 16-Apr-2013
Pivot 1 day 3 day
R1 88.60 90.02
PP 88.30 89.65
S1 88.01 89.27

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

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