NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 17-Apr-2013
Day Change Summary
Previous Current
16-Apr-2013 17-Apr-2013 Change Change % Previous Week
Open 87.59 88.83 1.24 1.4% 92.50
High 88.94 88.99 0.05 0.1% 94.40
Low 87.07 86.25 -0.82 -0.9% 90.59
Close 88.90 86.73 -2.17 -2.4% 91.34
Range 1.87 2.74 0.87 46.5% 3.81
ATR 1.53 1.62 0.09 5.6% 0.00
Volume 11,281 9,468 -1,813 -16.1% 35,972
Daily Pivots for day following 17-Apr-2013
Classic Woodie Camarilla DeMark
R4 95.54 93.88 88.24
R3 92.80 91.14 87.48
R2 90.06 90.06 87.23
R1 88.40 88.40 86.98 87.86
PP 87.32 87.32 87.32 87.06
S1 85.66 85.66 86.48 85.12
S2 84.58 84.58 86.23
S3 81.84 82.92 85.98
S4 79.10 80.18 85.22
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 94.16 86.25 7.91 9.1% 2.29 2.6% 6% False True 9,848
10 94.40 86.25 8.15 9.4% 1.74 2.0% 6% False True 8,488
20 96.74 86.25 10.49 12.1% 1.48 1.7% 5% False True 6,850
40 98.02 86.25 11.77 13.6% 1.26 1.4% 4% False True 5,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.64
2.618 96.16
1.618 93.42
1.000 91.73
0.618 90.68
HIGH 88.99
0.618 87.94
0.500 87.62
0.382 87.30
LOW 86.25
0.618 84.56
1.000 83.51
1.618 81.82
2.618 79.08
4.250 74.61
Fisher Pivots for day following 17-Apr-2013
Pivot 1 day 3 day
R1 87.62 88.52
PP 87.32 87.92
S1 87.03 87.33

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

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