NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 95.58 95.79 0.21 0.2% 92.70
High 97.17 96.26 -0.91 -0.9% 96.04
Low 94.85 94.92 0.07 0.1% 90.11
Close 96.16 95.62 -0.54 -0.6% 95.61
Range 2.32 1.34 -0.98 -42.2% 5.93
ATR 2.28 2.21 -0.07 -2.9% 0.00
Volume 271,004 260,141 -10,863 -4.0% 1,432,819
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 99.62 98.96 96.36
R3 98.28 97.62 95.99
R2 96.94 96.94 95.87
R1 96.28 96.28 95.74 95.94
PP 95.60 95.60 95.60 95.43
S1 94.94 94.94 95.50 94.60
S2 94.26 94.26 95.37
S3 92.92 93.60 95.25
S4 91.58 92.26 94.88
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 111.71 109.59 98.87
R3 105.78 103.66 97.24
R2 99.85 99.85 96.70
R1 97.73 97.73 96.15 98.79
PP 93.92 93.92 93.92 94.45
S1 91.80 91.80 95.07 92.86
S2 87.99 87.99 94.52
S3 82.06 85.87 93.98
S4 76.13 79.94 92.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.17 90.11 7.06 7.4% 2.58 2.7% 78% False False 294,371
10 97.17 89.21 7.96 8.3% 2.37 2.5% 81% False False 273,278
20 97.17 85.90 11.27 11.8% 2.38 2.5% 86% False False 226,159
40 98.06 85.90 12.16 12.7% 2.01 2.1% 80% False False 151,965
60 99.52 85.90 13.62 14.2% 1.85 1.9% 71% False False 121,429
80 99.52 85.90 13.62 14.2% 1.73 1.8% 71% False False 107,232
100 99.52 85.90 13.62 14.2% 1.63 1.7% 71% False False 91,942
120 99.52 85.90 13.62 14.2% 1.63 1.7% 71% False False 80,959
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.38
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 101.96
2.618 99.77
1.618 98.43
1.000 97.60
0.618 97.09
HIGH 96.26
0.618 95.75
0.500 95.59
0.382 95.43
LOW 94.92
0.618 94.09
1.000 93.58
1.618 92.75
2.618 91.41
4.250 89.23
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 95.61 95.54
PP 95.60 95.45
S1 95.59 95.37

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

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