NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 08-May-2013
Day Change Summary
Previous Current
07-May-2013 08-May-2013 Change Change % Previous Week
Open 95.43 94.95 -0.48 -0.5% 92.67
High 95.67 96.11 0.44 0.5% 95.36
Low 94.61 94.94 0.33 0.3% 89.65
Close 95.20 96.02 0.82 0.9% 94.98
Range 1.06 1.17 0.11 10.4% 5.71
ATR 1.88 1.83 -0.05 -2.7% 0.00
Volume 21,485 12,734 -8,751 -40.7% 80,534
Daily Pivots for day following 08-May-2013
Classic Woodie Camarilla DeMark
R4 99.20 98.78 96.66
R3 98.03 97.61 96.34
R2 96.86 96.86 96.23
R1 96.44 96.44 96.13 96.65
PP 95.69 95.69 95.69 95.80
S1 95.27 95.27 95.91 95.48
S2 94.52 94.52 95.81
S3 93.35 94.10 95.70
S4 92.18 92.93 95.38
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 90.50 5.98 6.2% 1.89 2.0% 92% False False 19,388
10 96.48 89.65 6.83 7.1% 1.94 2.0% 93% False False 16,698
20 96.48 86.47 10.01 10.4% 1.98 2.1% 95% False False 14,773
40 97.26 86.47 10.79 11.2% 1.64 1.7% 89% False False 11,550
60 99.41 86.47 12.94 13.5% 1.47 1.5% 74% False False 9,950
80 99.41 86.47 12.94 13.5% 1.31 1.4% 74% False False 9,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.08
2.618 99.17
1.618 98.00
1.000 97.28
0.618 96.83
HIGH 96.11
0.618 95.66
0.500 95.53
0.382 95.39
LOW 94.94
0.618 94.22
1.000 93.77
1.618 93.05
2.618 91.88
4.250 89.97
Fisher Pivots for day following 08-May-2013
Pivot 1 day 3 day
R1 95.86 95.85
PP 95.69 95.68
S1 95.53 95.52

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

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