NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 95.78 95.21 -0.57 -0.6% 95.00
High 95.78 95.25 -0.53 -0.6% 96.48
Low 93.10 94.16 1.06 1.1% 93.10
Close 95.63 94.81 -0.82 -0.9% 95.63
Range 2.68 1.09 -1.59 -59.3% 3.38
ATR 1.86 1.83 -0.03 -1.5% 0.00
Volume 23,128 23,394 266 1.2% 104,772
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 98.01 97.50 95.41
R3 96.92 96.41 95.11
R2 95.83 95.83 95.01
R1 95.32 95.32 94.91 95.03
PP 94.74 94.74 94.74 94.60
S1 94.23 94.23 94.71 93.94
S2 93.65 93.65 94.61
S3 92.56 93.14 94.51
S4 91.47 92.05 94.21
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 105.21 103.80 97.49
R3 101.83 100.42 96.56
R2 98.45 98.45 96.25
R1 97.04 97.04 95.94 97.75
PP 95.07 95.07 95.07 95.42
S1 93.66 93.66 95.32 94.37
S2 91.69 91.69 95.01
S3 88.31 90.28 94.70
S4 84.93 86.90 93.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.11 93.10 3.01 3.2% 1.43 1.5% 57% False False 21,261
10 96.48 89.65 6.83 7.2% 1.89 2.0% 76% False False 19,674
20 96.48 86.47 10.01 10.6% 1.86 2.0% 83% False False 16,374
40 97.26 86.47 10.79 11.4% 1.71 1.8% 77% False False 12,803
60 98.53 86.47 12.06 12.7% 1.51 1.6% 69% False False 10,542
80 99.41 86.47 12.94 13.6% 1.33 1.4% 64% False False 9,954
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.88
2.618 98.10
1.618 97.01
1.000 96.34
0.618 95.92
HIGH 95.25
0.618 94.83
0.500 94.71
0.382 94.58
LOW 94.16
0.618 93.49
1.000 93.07
1.618 92.40
2.618 91.31
4.250 89.53
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 94.78 94.74
PP 94.74 94.66
S1 94.71 94.59

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

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