NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 09-May-2013
Day Change Summary
Previous Current
08-May-2013 09-May-2013 Change Change % Previous Week
Open 94.95 95.98 1.03 1.1% 92.67
High 96.11 96.08 -0.03 0.0% 95.36
Low 94.94 94.95 0.01 0.0% 89.65
Close 96.02 96.00 -0.02 0.0% 94.98
Range 1.17 1.13 -0.04 -3.4% 5.71
ATR 1.83 1.78 -0.05 -2.7% 0.00
Volume 12,734 25,568 12,834 100.8% 80,534
Daily Pivots for day following 09-May-2013
Classic Woodie Camarilla DeMark
R4 99.07 98.66 96.62
R3 97.94 97.53 96.31
R2 96.81 96.81 96.21
R1 96.40 96.40 96.10 96.61
PP 95.68 95.68 95.68 95.78
S1 95.27 95.27 95.90 95.48
S2 94.55 94.55 95.79
S3 93.42 94.14 95.69
S4 92.29 93.01 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 93.26 3.22 3.4% 1.48 1.5% 85% False False 20,159
10 96.48 89.65 6.83 7.1% 1.80 1.9% 93% False False 18,133
20 96.48 86.47 10.01 10.4% 1.97 2.1% 95% False False 15,613
40 97.26 86.47 10.79 11.2% 1.65 1.7% 88% False False 11,935
60 99.41 86.47 12.94 13.5% 1.47 1.5% 74% False False 10,063
80 99.41 86.47 12.94 13.5% 1.31 1.4% 74% False False 9,529
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.88
2.618 99.04
1.618 97.91
1.000 97.21
0.618 96.78
HIGH 96.08
0.618 95.65
0.500 95.52
0.382 95.38
LOW 94.95
0.618 94.25
1.000 93.82
1.618 93.12
2.618 91.99
4.250 90.15
Fisher Pivots for day following 09-May-2013
Pivot 1 day 3 day
R1 95.84 95.79
PP 95.68 95.57
S1 95.52 95.36

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

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