NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 95.22 93.09 -2.13 -2.2% 96.39
High 95.41 94.18 -1.23 -1.3% 97.46
Low 93.07 91.89 -1.18 -1.3% 92.40
Close 93.35 93.80 0.45 0.5% 94.34
Range 2.34 2.29 -0.05 -2.1% 5.06
ATR 2.02 2.04 0.02 1.0% 0.00
Volume 61,648 75,801 14,153 23.0% 299,009
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 100.16 99.27 95.06
R3 97.87 96.98 94.43
R2 95.58 95.58 94.22
R1 94.69 94.69 94.01 95.14
PP 93.29 93.29 93.29 93.51
S1 92.40 92.40 93.59 92.85
S2 91.00 91.00 93.38
S3 88.71 90.11 93.17
S4 86.42 87.82 92.54
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 109.91 107.19 97.12
R3 104.85 102.13 95.73
R2 99.79 99.79 95.27
R1 97.07 97.07 94.80 95.90
PP 94.73 94.73 94.73 94.15
S1 92.01 92.01 93.88 90.84
S2 89.67 89.67 93.41
S3 84.61 86.95 92.95
S4 79.55 81.89 91.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.09 91.89 4.20 4.5% 2.15 2.3% 45% False True 65,543
10 97.46 91.89 5.57 5.9% 2.01 2.1% 34% False True 60,258
20 97.46 90.92 6.54 7.0% 2.01 2.1% 44% False False 63,150
40 97.46 86.29 11.17 11.9% 2.07 2.2% 67% False False 47,082
60 97.94 86.29 11.65 12.4% 1.83 1.9% 64% False False 37,327
80 99.83 86.29 13.54 14.4% 1.72 1.8% 55% False False 31,710
100 99.98 86.29 13.69 14.6% 1.57 1.7% 55% False False 27,711
120 99.98 86.29 13.69 14.6% 1.43 1.5% 55% False False 23,811
Crabel Price Patterns
NR True
NR4 False
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 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.91
2.618 100.18
1.618 97.89
1.000 96.47
0.618 95.60
HIGH 94.18
0.618 93.31
0.500 93.04
0.382 92.76
LOW 91.89
0.618 90.47
1.000 89.60
1.618 88.18
2.618 85.89
4.250 82.16
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 93.55 93.99
PP 93.29 93.93
S1 93.04 93.86

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

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