NYMEX Light Sweet Crude Oil Future July 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 95.46 96.25 0.79 0.8% 96.04
High 96.74 97.35 0.61 0.6% 96.74
Low 95.06 95.47 0.41 0.4% 92.40
Close 96.29 96.93 0.64 0.7% 96.29
Range 1.68 1.88 0.20 11.9% 4.34
ATR 2.08 2.07 -0.01 -0.7% 0.00
Volume 156,873 263,796 106,923 68.2% 720,228
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 102.22 101.46 97.96
R3 100.34 99.58 97.45
R2 98.46 98.46 97.27
R1 97.70 97.70 97.10 98.08
PP 96.58 96.58 96.58 96.78
S1 95.82 95.82 96.76 96.20
S2 94.70 94.70 96.59
S3 92.82 93.94 96.41
S4 90.94 92.06 95.90
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 97.35 92.40 4.95 5.1% 1.99 2.1% 92% True False 169,828
10 97.35 92.40 4.95 5.1% 1.84 1.9% 92% True False 144,518
20 97.38 88.09 9.29 9.6% 2.11 2.2% 95% False False 105,954
40 98.22 86.16 12.06 12.4% 2.06 2.1% 89% False False 79,460
60 98.22 86.16 12.06 12.4% 1.83 1.9% 89% False False 61,567
80 99.77 86.16 13.61 14.0% 1.72 1.8% 79% False False 52,742
100 99.77 86.16 13.61 14.0% 1.61 1.7% 79% False False 44,991
120 99.77 86.16 13.61 14.0% 1.51 1.6% 79% False False 38,481
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.34
2.618 102.27
1.618 100.39
1.000 99.23
0.618 98.51
HIGH 97.35
0.618 96.63
0.500 96.41
0.382 96.19
LOW 95.47
0.618 94.31
1.000 93.59
1.618 92.43
2.618 90.55
4.250 87.48
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 96.76 96.43
PP 96.58 95.93
S1 96.41 95.43

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

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