NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 95.68 96.40 0.72 0.8% 95.21
High 96.83 96.48 -0.35 -0.4% 96.31
Low 95.15 95.34 0.19 0.2% 92.04
Close 96.44 95.78 -0.66 -0.7% 95.88
Range 1.68 1.14 -0.54 -32.1% 4.27
ATR 1.82 1.77 -0.05 -2.7% 0.00
Volume 17,190 16,482 -708 -4.1% 93,652
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 99.29 98.67 96.41
R3 98.15 97.53 96.09
R2 97.01 97.01 95.99
R1 96.39 96.39 95.88 96.13
PP 95.87 95.87 95.87 95.74
S1 95.25 95.25 95.68 94.99
S2 94.73 94.73 95.57
S3 93.59 94.11 95.47
S4 92.45 92.97 95.15
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 107.55 105.99 98.23
R3 103.28 101.72 97.05
R2 99.01 99.01 96.66
R1 97.45 97.45 96.27 98.23
PP 94.74 94.74 94.74 95.14
S1 93.18 93.18 95.49 93.96
S2 90.47 90.47 95.10
S3 86.20 88.91 94.71
S4 81.93 84.64 93.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.83 92.04 4.79 5.0% 1.73 1.8% 78% False False 17,684
10 96.83 92.04 4.79 5.0% 1.62 1.7% 78% False False 18,875
20 96.83 89.40 7.43 7.8% 1.83 1.9% 86% False False 17,980
40 97.26 86.47 10.79 11.3% 1.76 1.8% 86% False False 14,452
60 97.26 86.47 10.79 11.3% 1.53 1.6% 86% False False 11,712
80 99.41 86.47 12.94 13.5% 1.39 1.5% 72% False False 10,736
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.33
2.618 99.46
1.618 98.32
1.000 97.62
0.618 97.18
HIGH 96.48
0.618 96.04
0.500 95.91
0.382 95.78
LOW 95.34
0.618 94.64
1.000 94.20
1.618 93.50
2.618 92.36
4.250 90.50
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 95.91 95.91
PP 95.87 95.86
S1 95.82 95.82

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

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