NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 95.93 96.70 0.77 0.8% 95.76
High 97.11 96.97 -0.14 -0.1% 96.45
Low 95.23 95.50 0.27 0.3% 92.13
Close 96.71 96.16 -0.55 -0.6% 96.02
Range 1.88 1.47 -0.41 -21.8% 4.32
ATR 2.09 2.05 -0.04 -2.1% 0.00
Volume 118,621 21,442 -97,179 -81.9% 1,412,740
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 100.62 99.86 96.97
R3 99.15 98.39 96.56
R2 97.68 97.68 96.43
R1 96.92 96.92 96.29 96.57
PP 96.21 96.21 96.21 96.03
S1 95.45 95.45 96.03 95.10
S2 94.74 94.74 95.89
S3 93.27 93.98 95.76
S4 91.80 92.51 95.35
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 5.2% 1.93 2.0% 81% False False 197,272
10 97.11 92.13 4.98 5.2% 1.86 1.9% 81% False False 245,543
20 97.17 89.21 7.96 8.3% 2.12 2.2% 87% False False 259,411
40 98.06 85.90 12.16 12.6% 2.10 2.2% 84% False False 197,102
60 98.06 85.90 12.16 12.6% 1.89 2.0% 84% False False 151,413
80 99.52 85.90 13.62 14.2% 1.79 1.9% 75% False False 130,483
100 99.52 85.90 13.62 14.2% 1.70 1.8% 75% False False 113,211
120 99.52 85.90 13.62 14.2% 1.64 1.7% 75% False False 99,291
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.41
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.22
2.618 100.82
1.618 99.35
1.000 98.44
0.618 97.88
HIGH 96.97
0.618 96.41
0.500 96.24
0.382 96.06
LOW 95.50
0.618 94.59
1.000 94.03
1.618 93.12
2.618 91.65
4.250 89.25
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 96.24 96.09
PP 96.21 96.02
S1 96.19 95.95

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

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