NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 94.59 95.46 0.87 0.9% 96.04
High 95.83 96.74 0.91 0.9% 96.74
Low 93.50 95.06 1.56 1.7% 92.40
Close 95.45 96.29 0.84 0.9% 96.29
Range 2.33 1.68 -0.65 -27.9% 4.34
ATR 2.11 2.08 -0.03 -1.5% 0.00
Volume 181,328 156,873 -24,455 -13.5% 720,228
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 101.07 100.36 97.21
R3 99.39 98.68 96.75
R2 97.71 97.71 96.60
R1 97.00 97.00 96.44 97.36
PP 96.03 96.03 96.03 96.21
S1 95.32 95.32 96.14 95.68
S2 94.35 94.35 95.98
S3 92.67 93.64 95.83
S4 90.99 91.96 95.37
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 108.16 106.57 98.68
R3 103.82 102.23 97.48
R2 99.48 99.48 97.09
R1 97.89 97.89 96.69 98.69
PP 95.14 95.14 95.14 95.54
S1 93.55 93.55 95.89 94.35
S2 90.80 90.80 95.49
S3 86.46 89.21 95.10
S4 82.12 84.87 93.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.74 92.40 4.34 4.5% 1.88 2.0% 90% True False 144,045
10 97.38 92.40 4.98 5.2% 1.88 1.9% 78% False False 127,197
20 97.38 87.94 9.44 9.8% 2.10 2.2% 88% False False 94,979
40 98.22 86.16 12.06 12.5% 2.05 2.1% 84% False False 73,777
60 98.22 86.16 12.06 12.5% 1.81 1.9% 84% False False 57,471
80 99.77 86.16 13.61 14.1% 1.71 1.8% 74% False False 49,860
100 99.77 86.16 13.61 14.1% 1.60 1.7% 74% False False 42,416
120 99.77 86.16 13.61 14.1% 1.50 1.6% 74% False False 36,291
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.88
2.618 101.14
1.618 99.46
1.000 98.42
0.618 97.78
HIGH 96.74
0.618 96.10
0.500 95.90
0.382 95.70
LOW 95.06
0.618 94.02
1.000 93.38
1.618 92.34
2.618 90.66
4.250 87.92
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 96.16 95.72
PP 96.03 95.14
S1 95.90 94.57

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

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