NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 14-May-2013
Day Change Summary
Previous Current
13-May-2013 14-May-2013 Change Change % Previous Week
Open 96.02 95.24 -0.78 -0.8% 95.77
High 96.02 95.92 -0.10 -0.1% 97.28
Low 94.71 94.20 -0.51 -0.5% 93.68
Close 95.43 94.55 -0.88 -0.9% 96.28
Range 1.31 1.72 0.41 31.3% 3.60
ATR 2.03 2.01 -0.02 -1.1% 0.00
Volume 85,455 57,221 -28,234 -33.0% 340,819
Daily Pivots for day following 14-May-2013
Classic Woodie Camarilla DeMark
R4 100.05 99.02 95.50
R3 98.33 97.30 95.02
R2 96.61 96.61 94.87
R1 95.58 95.58 94.71 95.24
PP 94.89 94.89 94.89 94.72
S1 93.86 93.86 94.39 93.52
S2 93.17 93.17 94.23
S3 91.45 92.14 94.08
S4 89.73 90.42 93.60
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 106.55 105.01 98.26
R3 102.95 101.41 97.27
R2 99.35 99.35 96.94
R1 97.81 97.81 96.61 98.58
PP 95.75 95.75 95.75 96.13
S1 94.21 94.21 95.95 94.98
S2 92.15 92.15 95.62
S3 88.55 90.61 95.29
S4 84.95 87.01 94.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.90 93.68 3.22 3.4% 1.70 1.8% 27% False False 69,916
10 97.28 90.29 6.99 7.4% 2.09 2.2% 61% False False 65,096
20 97.28 86.29 10.99 11.6% 2.07 2.2% 75% False False 48,244
40 97.94 86.29 11.65 12.3% 1.91 2.0% 71% False False 35,575
60 98.65 86.29 12.36 13.1% 1.72 1.8% 67% False False 28,677
80 99.98 86.29 13.69 14.5% 1.58 1.7% 60% False False 25,553
100 99.98 86.29 13.69 14.5% 1.44 1.5% 60% False False 21,569
120 99.98 86.29 13.69 14.5% 1.32 1.4% 60% False False 18,536
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.23
2.618 100.42
1.618 98.70
1.000 97.64
0.618 96.98
HIGH 95.92
0.618 95.26
0.500 95.06
0.382 94.86
LOW 94.20
0.618 93.14
1.000 92.48
1.618 91.42
2.618 89.70
4.250 86.89
Fisher Pivots for day following 14-May-2013
Pivot 1 day 3 day
R1 95.06 95.08
PP 94.89 94.90
S1 94.72 94.73

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

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