NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 91.97 90.83 -1.14 -1.2% 90.95
High 91.97 90.83 -1.14 -1.2% 91.99
Low 90.87 89.17 -1.70 -1.9% 89.17
Close 91.26 89.63 -1.63 -1.8% 89.63
Range 1.10 1.66 0.56 50.9% 2.82
ATR 0.99 1.07 0.08 7.9% 0.00
Volume 3,213 7,094 3,881 120.8% 45,893
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 94.86 93.90 90.54
R3 93.20 92.24 90.09
R2 91.54 91.54 89.93
R1 90.58 90.58 89.78 90.23
PP 89.88 89.88 89.88 89.70
S1 88.92 88.92 89.48 88.57
S2 88.22 88.22 89.33
S3 86.56 87.26 89.17
S4 84.90 85.60 88.72
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.72 97.00 91.18
R3 95.90 94.18 90.41
R2 93.08 93.08 90.15
R1 91.36 91.36 89.89 90.81
PP 90.26 90.26 90.26 89.99
S1 88.54 88.54 89.37 87.99
S2 87.44 87.44 89.11
S3 84.62 85.72 88.85
S4 81.80 82.90 88.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.99 89.17 2.82 3.1% 0.91 1.0% 16% False True 9,178
10 93.96 89.17 4.79 5.3% 1.06 1.2% 10% False True 8,877
20 93.96 89.17 4.79 5.3% 1.01 1.1% 10% False True 8,657
40 95.76 88.72 7.04 7.9% 0.97 1.1% 13% False False 8,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 97.89
2.618 95.18
1.618 93.52
1.000 92.49
0.618 91.86
HIGH 90.83
0.618 90.20
0.500 90.00
0.382 89.80
LOW 89.17
0.618 88.14
1.000 87.51
1.618 86.48
2.618 84.82
4.250 82.12
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 90.00 90.58
PP 89.88 90.26
S1 89.75 89.95

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

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