NYMEX Light Sweet Crude Oil Future September 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 94.28 95.36 1.08 1.1% 95.76
High 95.78 96.70 0.92 1.0% 96.70
Low 93.49 95.09 1.60 1.7% 92.40
Close 95.42 96.25 0.83 0.9% 96.25
Range 2.29 1.61 -0.68 -29.7% 4.30
ATR 1.99 1.96 -0.03 -1.4% 0.00
Volume 34,002 41,112 7,110 20.9% 183,031
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 100.84 100.16 97.14
R3 99.23 98.55 96.69
R2 97.62 97.62 96.55
R1 96.94 96.94 96.40 97.28
PP 96.01 96.01 96.01 96.19
S1 95.33 95.33 96.10 95.67
S2 94.40 94.40 95.95
S3 92.79 93.72 95.81
S4 91.18 92.11 95.36
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 108.02 106.43 98.62
R3 103.72 102.13 97.43
R2 99.42 99.42 97.04
R1 97.83 97.83 96.64 98.63
PP 95.12 95.12 95.12 95.51
S1 93.53 93.53 95.86 94.33
S2 90.82 90.82 95.46
S3 86.52 89.23 95.07
S4 82.22 84.93 93.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.70 92.40 4.30 4.5% 1.79 1.9% 90% True False 36,606
10 97.00 92.40 4.60 4.8% 1.74 1.8% 84% False False 41,242
20 97.00 88.06 8.94 9.3% 1.97 2.0% 92% False False 36,970
40 97.66 86.26 11.40 11.8% 1.89 2.0% 88% False False 32,125
60 97.66 86.26 11.40 11.8% 1.67 1.7% 88% False False 26,437
80 99.69 86.26 13.43 14.0% 1.56 1.6% 74% False False 24,491
100 99.69 86.26 13.43 14.0% 1.42 1.5% 74% False False 21,282
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 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.54
2.618 100.91
1.618 99.30
1.000 98.31
0.618 97.69
HIGH 96.70
0.618 96.08
0.500 95.90
0.382 95.71
LOW 95.09
0.618 94.10
1.000 93.48
1.618 92.49
2.618 90.88
4.250 88.25
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 96.13 95.68
PP 96.01 95.12
S1 95.90 94.55

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

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