NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 94.18 93.58 -0.60 -0.6% 95.00
High 94.29 95.47 1.18 1.3% 96.48
Low 92.04 93.22 1.18 1.3% 93.10
Close 94.17 95.09 0.92 1.0% 95.63
Range 2.25 2.25 0.00 0.0% 3.38
ATR 1.84 1.87 0.03 1.6% 0.00
Volume 16,120 20,319 4,199 26.0% 104,772
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 101.34 100.47 96.33
R3 99.09 98.22 95.71
R2 96.84 96.84 95.50
R1 95.97 95.97 95.30 96.41
PP 94.59 94.59 94.59 94.81
S1 93.72 93.72 94.88 94.16
S2 92.34 92.34 94.68
S3 90.09 91.47 94.47
S4 87.84 89.22 93.85
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 95.78 92.04 3.74 3.9% 1.94 2.0% 82% False False 19,693
10 96.48 92.04 4.44 4.7% 1.71 1.8% 69% False False 19,926
20 96.48 87.85 8.63 9.1% 1.80 1.9% 84% False False 16,602
40 97.26 86.47 10.79 11.3% 1.74 1.8% 80% False False 13,579
60 97.26 86.47 10.79 11.3% 1.53 1.6% 80% False False 11,112
80 99.41 86.47 12.94 13.6% 1.37 1.4% 67% False False 10,373
Crabel Price Patterns
NR False
NR4 False
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 0.14
Fibonacci Retracements and Extensions
4.250 105.03
2.618 101.36
1.618 99.11
1.000 97.72
0.618 96.86
HIGH 95.47
0.618 94.61
0.500 94.35
0.382 94.08
LOW 93.22
0.618 91.83
1.000 90.97
1.618 89.58
2.618 87.33
4.250 83.66
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 94.84 94.65
PP 94.59 94.20
S1 94.35 93.76

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

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