NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 93.15 93.80 0.65 0.7% 94.00
High 94.18 94.03 -0.15 -0.2% 96.04
Low 91.93 91.89 -0.04 0.0% 91.89
Close 93.81 92.30 -1.51 -1.6% 92.30
Range 2.25 2.14 -0.11 -4.9% 4.15
ATR 1.98 1.99 0.01 0.6% 0.00
Volume 65,911 62,588 -3,323 -5.0% 217,812
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 99.16 97.87 93.48
R3 97.02 95.73 92.89
R2 94.88 94.88 92.69
R1 93.59 93.59 92.50 93.17
PP 92.74 92.74 92.74 92.53
S1 91.45 91.45 92.10 91.03
S2 90.60 90.60 91.91
S3 88.46 89.31 91.71
S4 86.32 87.17 91.12
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 105.86 103.23 94.58
R3 101.71 99.08 93.44
R2 97.56 97.56 93.06
R1 94.93 94.93 92.68 94.17
PP 93.41 93.41 93.41 93.03
S1 90.78 90.78 91.92 90.02
S2 89.26 89.26 91.54
S3 85.11 86.63 91.16
S4 80.96 82.48 90.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.04 91.89 4.15 4.5% 2.12 2.3% 10% False True 56,150
10 97.28 91.89 5.39 5.8% 1.95 2.1% 8% False True 47,181
20 97.28 91.89 5.39 5.8% 1.88 2.0% 8% False True 43,914
40 97.28 86.26 11.02 11.9% 1.99 2.2% 55% False False 38,126
60 97.66 86.26 11.40 12.4% 1.79 1.9% 53% False False 31,942
80 99.69 86.26 13.43 14.6% 1.67 1.8% 45% False False 27,997
100 99.69 86.26 13.43 14.6% 1.52 1.6% 45% False False 25,136
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.13
2.618 99.63
1.618 97.49
1.000 96.17
0.618 95.35
HIGH 94.03
0.618 93.21
0.500 92.96
0.382 92.71
LOW 91.89
0.618 90.57
1.000 89.75
1.618 88.43
2.618 86.29
4.250 82.80
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 92.96 93.65
PP 92.74 93.20
S1 92.52 92.75

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

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