NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 94.00 95.21 1.21 1.3% 96.40
High 96.04 95.40 -0.64 -0.7% 97.28
Low 93.43 93.09 -0.34 -0.4% 92.34
Close 95.17 93.38 -1.79 -1.9% 94.28
Range 2.61 2.31 -0.30 -11.5% 4.94
ATR 1.94 1.96 0.03 1.4% 0.00
Volume 36,024 53,289 17,265 47.9% 212,888
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 100.89 99.44 94.65
R3 98.58 97.13 94.02
R2 96.27 96.27 93.80
R1 94.82 94.82 93.59 94.39
PP 93.96 93.96 93.96 93.74
S1 92.51 92.51 93.17 92.08
S2 91.65 91.65 92.96
S3 89.34 90.20 92.74
S4 87.03 87.89 92.11
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 96.20 92.34 3.86 4.1% 2.09 2.2% 27% False False 46,511
10 97.28 92.34 4.94 5.3% 1.96 2.1% 21% False False 41,425
20 97.28 90.09 7.19 7.7% 1.98 2.1% 46% False False 41,637
40 97.28 86.26 11.02 11.8% 2.01 2.1% 65% False False 36,300
60 97.66 86.26 11.40 12.2% 1.76 1.9% 62% False False 30,099
80 99.69 86.26 13.43 14.4% 1.64 1.8% 53% False False 26,876
100 99.69 86.26 13.43 14.4% 1.49 1.6% 53% False False 24,007
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.22
2.618 101.45
1.618 99.14
1.000 97.71
0.618 96.83
HIGH 95.40
0.618 94.52
0.500 94.25
0.382 93.97
LOW 93.09
0.618 91.66
1.000 90.78
1.618 89.35
2.618 87.04
4.250 83.27
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 94.25 94.57
PP 93.96 94.17
S1 93.67 93.78

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

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