NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 94.41 94.00 -0.41 -0.4% 96.40
High 94.41 96.04 1.63 1.7% 97.28
Low 93.13 93.43 0.30 0.3% 92.34
Close 94.28 95.17 0.89 0.9% 94.28
Range 1.28 2.61 1.33 103.9% 4.94
ATR 1.88 1.94 0.05 2.7% 0.00
Volume 62,939 36,024 -26,915 -42.8% 212,888
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 102.71 101.55 96.61
R3 100.10 98.94 95.89
R2 97.49 97.49 95.65
R1 96.33 96.33 95.41 96.91
PP 94.88 94.88 94.88 95.17
S1 93.72 93.72 94.93 94.30
S2 92.27 92.27 94.69
S3 89.66 91.11 94.45
S4 87.05 88.50 93.73
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 109.45 106.81 97.00
R3 104.51 101.87 95.64
R2 99.57 99.57 95.19
R1 96.93 96.93 94.73 95.78
PP 94.63 94.63 94.63 94.06
S1 91.99 91.99 93.83 90.84
S2 89.69 89.69 93.37
S3 84.75 87.05 92.92
S4 79.81 82.11 91.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.00 92.34 4.66 4.9% 1.88 2.0% 61% False False 42,477
10 97.28 92.34 4.94 5.2% 1.89 2.0% 57% False False 38,885
20 97.28 90.09 7.19 7.6% 1.95 2.1% 71% False False 40,347
40 97.66 86.26 11.40 12.0% 1.98 2.1% 78% False False 35,573
60 97.66 86.26 11.40 12.0% 1.74 1.8% 78% False False 29,417
80 99.69 86.26 13.43 14.1% 1.63 1.7% 66% False False 26,455
100 99.69 86.26 13.43 14.1% 1.48 1.6% 66% False False 23,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 107.13
2.618 102.87
1.618 100.26
1.000 98.65
0.618 97.65
HIGH 96.04
0.618 95.04
0.500 94.74
0.382 94.43
LOW 93.43
0.618 91.82
1.000 90.82
1.618 89.21
2.618 86.60
4.250 82.34
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 95.03 94.84
PP 94.88 94.52
S1 94.74 94.19

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

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