NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 95.93 96.05 0.12 0.1% 92.56
High 96.43 96.05 -0.38 -0.4% 95.95
Low 95.19 93.46 -1.73 -1.8% 92.53
Close 96.28 93.74 -2.54 -2.6% 95.89
Range 1.24 2.59 1.35 108.9% 3.42
ATR 1.29 1.40 0.11 8.5% 0.00
Volume 43,872 44,246 374 0.9% 230,029
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 102.19 100.55 95.16
R3 99.60 97.96 94.45
R2 97.01 97.01 94.21
R1 95.37 95.37 93.98 94.90
PP 94.42 94.42 94.42 94.18
S1 92.78 92.78 93.50 92.31
S2 91.83 91.83 93.27
S3 89.24 90.19 93.03
S4 86.65 87.60 92.32
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 105.05 103.89 97.77
R3 101.63 100.47 96.83
R2 98.21 98.21 96.52
R1 97.05 97.05 96.20 97.63
PP 94.79 94.79 94.79 95.08
S1 93.63 93.63 95.58 94.21
S2 91.37 91.37 95.26
S3 87.95 90.21 94.95
S4 84.53 86.79 94.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.43 93.46 2.97 3.2% 1.41 1.5% 9% False True 47,836
10 96.43 91.19 5.24 5.6% 1.38 1.5% 49% False False 47,731
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 0.17
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 107.06
2.618 102.83
1.618 100.24
1.000 98.64
0.618 97.65
HIGH 96.05
0.618 95.06
0.500 94.76
0.382 94.45
LOW 93.46
0.618 91.86
1.000 90.87
1.618 89.27
2.618 86.68
4.250 82.45
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 94.76 94.95
PP 94.42 94.54
S1 94.08 94.14

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

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