NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 91.46 92.65 1.19 1.3% 88.15
High 93.23 92.92 -0.31 -0.3% 93.23
Low 90.76 91.58 0.82 0.9% 87.54
Close 93.08 92.31 -0.77 -0.8% 92.31
Range 2.47 1.34 -1.13 -45.7% 5.69
ATR 1.68 1.67 -0.01 -0.8% 0.00
Volume 7,456 11,190 3,734 50.1% 38,095
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 96.29 95.64 93.05
R3 94.95 94.30 92.68
R2 93.61 93.61 92.56
R1 92.96 92.96 92.43 92.62
PP 92.27 92.27 92.27 92.10
S1 91.62 91.62 92.19 91.28
S2 90.93 90.93 92.06
S3 89.59 90.28 91.94
S4 88.25 88.94 91.57
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 108.10 105.89 95.44
R3 102.41 100.20 93.87
R2 96.72 96.72 93.35
R1 94.51 94.51 92.83 95.62
PP 91.03 91.03 91.03 91.58
S1 88.82 88.82 91.79 89.93
S2 85.34 85.34 91.27
S3 79.65 83.13 90.75
S4 73.96 77.44 89.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.23 87.54 5.69 6.2% 1.79 1.9% 84% False False 7,619
10 93.23 85.96 7.27 7.9% 1.97 2.1% 87% False False 8,761
20 96.74 85.96 10.78 11.7% 1.70 1.8% 59% False False 7,617
40 96.74 85.96 10.78 11.7% 1.36 1.5% 59% False False 6,390
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.62
2.618 96.43
1.618 95.09
1.000 94.26
0.618 93.75
HIGH 92.92
0.618 92.41
0.500 92.25
0.382 92.09
LOW 91.58
0.618 90.75
1.000 90.24
1.618 89.41
2.618 88.07
4.250 85.89
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 92.29 91.94
PP 92.27 91.56
S1 92.25 91.19

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

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