NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 93.30 95.00 1.70 1.8% 92.67
High 95.36 96.48 1.12 1.2% 95.36
Low 93.26 94.55 1.29 1.4% 89.65
Close 94.98 95.67 0.69 0.7% 94.98
Range 2.10 1.93 -0.17 -8.1% 5.71
ATR 1.95 1.94 0.00 -0.1% 0.00
Volume 19,151 21,857 2,706 14.1% 80,534
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 101.36 100.44 96.73
R3 99.43 98.51 96.20
R2 97.50 97.50 96.02
R1 96.58 96.58 95.85 97.04
PP 95.57 95.57 95.57 95.80
S1 94.65 94.65 95.49 95.11
S2 93.64 93.64 95.32
S3 91.71 92.72 95.14
S4 89.78 90.79 94.61
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 110.46 108.43 98.12
R3 104.75 102.72 96.55
R2 99.04 99.04 96.03
R1 97.01 97.01 95.50 98.03
PP 93.33 93.33 93.33 93.84
S1 91.30 91.30 94.46 92.32
S2 87.62 87.62 93.93
S3 81.91 85.59 93.41
S4 76.20 79.88 91.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.48 89.65 6.83 7.1% 2.36 2.5% 88% True False 18,086
10 96.48 88.13 8.35 8.7% 2.07 2.2% 90% True False 15,686
20 96.48 86.47 10.01 10.5% 2.00 2.1% 92% True False 13,885
40 97.26 86.47 10.79 11.3% 1.65 1.7% 85% False False 11,002
60 99.41 86.47 12.94 13.5% 1.47 1.5% 71% False False 9,828
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 0.21
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.68
2.618 101.53
1.618 99.60
1.000 98.41
0.618 97.67
HIGH 96.48
0.618 95.74
0.500 95.52
0.382 95.29
LOW 94.55
0.618 93.36
1.000 92.62
1.618 91.43
2.618 89.50
4.250 86.35
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 95.62 94.94
PP 95.57 94.22
S1 95.52 93.49

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

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