NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 95.15 95.93 0.78 0.8% 95.76
High 96.45 97.11 0.66 0.7% 96.45
Low 94.79 95.23 0.44 0.5% 92.13
Close 96.02 96.71 0.69 0.7% 96.02
Range 1.66 1.88 0.22 13.3% 4.32
ATR 2.11 2.09 -0.02 -0.8% 0.00
Volume 187,754 118,621 -69,133 -36.8% 1,412,740
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 101.99 101.23 97.74
R3 100.11 99.35 97.23
R2 98.23 98.23 97.05
R1 97.47 97.47 96.88 97.85
PP 96.35 96.35 96.35 96.54
S1 95.59 95.59 96.54 95.97
S2 94.47 94.47 96.37
S3 92.59 93.71 96.19
S4 90.71 91.83 95.68
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 107.83 106.24 98.40
R3 103.51 101.92 97.21
R2 99.19 99.19 96.81
R1 97.60 97.60 96.42 98.40
PP 94.87 94.87 94.87 95.26
S1 93.28 93.28 95.62 94.08
S2 90.55 90.55 95.23
S3 86.23 88.96 94.83
S4 81.91 84.64 93.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.11 92.13 4.98 5.1% 2.00 2.1% 92% True False 246,865
10 97.11 92.13 4.98 5.1% 1.85 1.9% 92% True False 269,413
20 97.17 87.80 9.37 9.7% 2.13 2.2% 95% False False 272,778
40 98.06 85.90 12.16 12.6% 2.10 2.2% 89% False False 198,321
60 98.06 85.90 12.16 12.6% 1.88 1.9% 89% False False 152,056
80 99.52 85.90 13.62 14.1% 1.79 1.9% 79% False False 131,543
100 99.52 85.90 13.62 14.1% 1.69 1.8% 79% False False 113,212
120 99.52 85.90 13.62 14.1% 1.64 1.7% 79% False False 99,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.10
2.618 102.03
1.618 100.15
1.000 98.99
0.618 98.27
HIGH 97.11
0.618 96.39
0.500 96.17
0.382 95.95
LOW 95.23
0.618 94.07
1.000 93.35
1.618 92.19
2.618 90.31
4.250 87.24
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 96.53 96.20
PP 96.35 95.68
S1 96.17 95.17

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

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