NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 02-May-2013
Day Change Summary
Previous Current
01-May-2013 02-May-2013 Change Change % Previous Week
Open 92.00 90.28 -1.72 -1.9% 88.15
High 92.00 93.25 1.25 1.4% 93.23
Low 89.26 90.19 0.93 1.0% 87.54
Close 90.22 93.07 2.85 3.2% 92.31
Range 2.74 3.06 0.32 11.7% 5.69
ATR 1.77 1.86 0.09 5.2% 0.00
Volume 9,786 14,644 4,858 49.6% 38,095
Daily Pivots for day following 02-May-2013
Classic Woodie Camarilla DeMark
R4 101.35 100.27 94.75
R3 98.29 97.21 93.91
R2 95.23 95.23 93.63
R1 94.15 94.15 93.35 94.69
PP 92.17 92.17 92.17 92.44
S1 91.09 91.09 92.79 91.63
S2 89.11 89.11 92.51
S3 86.05 88.03 92.23
S4 82.99 84.97 91.39
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 93.59 89.26 4.33 4.7% 2.05 2.2% 88% False False 10,300
10 93.59 87.50 6.09 6.5% 1.86 2.0% 91% False False 8,558
20 94.40 85.96 8.44 9.1% 1.81 1.9% 84% False False 8,629
40 96.74 85.96 10.78 11.6% 1.48 1.6% 66% False False 6,875
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 106.26
2.618 101.26
1.618 98.20
1.000 96.31
0.618 95.14
HIGH 93.25
0.618 92.08
0.500 91.72
0.382 91.36
LOW 90.19
0.618 88.30
1.000 87.13
1.618 85.24
2.618 82.18
4.250 77.19
Fisher Pivots for day following 02-May-2013
Pivot 1 day 3 day
R1 92.62 92.51
PP 92.17 91.94
S1 91.72 91.38

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

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