NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 94.18 94.37 0.19 0.2% 96.25
High 94.46 94.39 -0.07 -0.1% 97.35
Low 92.21 93.04 0.83 0.9% 92.21
Close 94.25 94.15 -0.10 -0.1% 94.15
Range 2.25 1.35 -0.90 -40.0% 5.14
ATR 2.05 2.00 -0.05 -2.4% 0.00
Volume 323,633 203,991 -119,642 -37.0% 1,387,076
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 97.91 97.38 94.89
R3 96.56 96.03 94.52
R2 95.21 95.21 94.40
R1 94.68 94.68 94.27 94.27
PP 93.86 93.86 93.86 93.66
S1 93.33 93.33 94.03 92.92
S2 92.51 92.51 93.90
S3 91.16 91.98 93.78
S4 89.81 90.63 93.41
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 109.99 107.21 96.98
R3 104.85 102.07 95.56
R2 99.71 99.71 95.09
R1 96.93 96.93 94.62 95.75
PP 94.57 94.57 94.57 93.98
S1 91.79 91.79 93.68 90.61
S2 89.43 89.43 93.21
S3 84.29 86.65 92.74
S4 79.15 81.51 91.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.35 92.21 5.14 5.5% 1.83 1.9% 38% False False 277,415
10 97.35 92.21 5.14 5.5% 1.86 2.0% 38% False False 210,730
20 97.38 90.32 7.06 7.5% 2.05 2.2% 54% False False 151,026
40 98.22 86.16 12.06 12.8% 2.09 2.2% 66% False False 103,180
60 98.22 86.16 12.06 12.8% 1.88 2.0% 66% False False 79,088
80 99.77 86.16 13.61 14.5% 1.76 1.9% 59% False False 65,642
100 99.77 86.16 13.61 14.5% 1.64 1.7% 59% False False 55,967
120 99.77 86.16 13.61 14.5% 1.54 1.6% 59% False False 47,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 100.13
2.618 97.92
1.618 96.57
1.000 95.74
0.618 95.22
HIGH 94.39
0.618 93.87
0.500 93.72
0.382 93.56
LOW 93.04
0.618 92.21
1.000 91.69
1.618 90.86
2.618 89.51
4.250 87.30
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 94.01 94.20
PP 93.86 94.18
S1 93.72 94.17

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

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