NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 96.16 95.76 -0.40 -0.4% 95.58
High 96.24 95.81 -0.43 -0.4% 97.17
Low 93.37 94.47 1.10 1.2% 93.37
Close 96.04 95.17 -0.87 -0.9% 96.04
Range 2.87 1.34 -1.53 -53.3% 3.80
ATR 2.18 2.13 -0.04 -2.0% 0.00
Volume 354,119 297,036 -57,083 -16.1% 1,433,775
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 99.17 98.51 95.91
R3 97.83 97.17 95.54
R2 96.49 96.49 95.42
R1 95.83 95.83 95.29 95.49
PP 95.15 95.15 95.15 94.98
S1 94.49 94.49 95.05 94.15
S2 93.81 93.81 94.92
S3 92.47 93.15 94.80
S4 91.13 91.81 94.43
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 106.93 105.28 98.13
R3 103.13 101.48 97.09
R2 99.33 99.33 96.74
R1 97.68 97.68 96.39 98.51
PP 95.53 95.53 95.53 95.94
S1 93.88 93.88 95.69 94.71
S2 91.73 91.73 95.34
S3 87.93 90.08 95.00
S4 84.13 86.28 93.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.77 93.37 3.40 3.6% 1.70 1.8% 53% False False 291,961
10 97.17 90.11 7.06 7.4% 2.18 2.3% 72% False False 294,902
20 97.17 85.90 11.27 11.8% 2.23 2.3% 82% False False 264,407
40 98.06 85.90 12.16 12.8% 2.04 2.1% 76% False False 174,852
60 99.18 85.90 13.28 14.0% 1.88 2.0% 70% False False 136,458
80 99.52 85.90 13.62 14.3% 1.75 1.8% 68% False False 119,772
100 99.52 85.90 13.62 14.3% 1.66 1.7% 68% False False 102,776
120 99.52 85.90 13.62 14.3% 1.64 1.7% 68% False False 90,115
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.51
2.618 99.32
1.618 97.98
1.000 97.15
0.618 96.64
HIGH 95.81
0.618 95.30
0.500 95.14
0.382 94.98
LOW 94.47
0.618 93.64
1.000 93.13
1.618 92.30
2.618 90.96
4.250 88.78
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 95.16 95.14
PP 95.15 95.10
S1 95.14 95.07

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

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