NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 96.40 95.17 -1.23 -1.3% 95.21
High 96.48 95.82 -0.66 -0.7% 96.31
Low 95.34 93.80 -1.54 -1.6% 92.04
Close 95.78 94.06 -1.72 -1.8% 95.88
Range 1.14 2.02 0.88 77.2% 4.27
ATR 1.77 1.79 0.02 1.0% 0.00
Volume 16,482 15,936 -546 -3.3% 93,652
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 100.62 99.36 95.17
R3 98.60 97.34 94.62
R2 96.58 96.58 94.43
R1 95.32 95.32 94.25 94.94
PP 94.56 94.56 94.56 94.37
S1 93.30 93.30 93.87 92.92
S2 92.54 92.54 93.69
S3 90.52 91.28 93.50
S4 88.50 89.26 92.95
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 93.22 3.61 3.8% 1.68 1.8% 23% False False 17,647
10 96.83 92.04 4.79 5.1% 1.70 1.8% 42% False False 19,195
20 96.83 89.65 7.18 7.6% 1.82 1.9% 61% False False 17,947
40 97.26 86.47 10.79 11.5% 1.77 1.9% 70% False False 14,568
60 97.26 86.47 10.79 11.5% 1.54 1.6% 70% False False 11,914
80 99.41 86.47 12.94 13.8% 1.41 1.5% 59% False False 10,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.19
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.41
2.618 101.11
1.618 99.09
1.000 97.84
0.618 97.07
HIGH 95.82
0.618 95.05
0.500 94.81
0.382 94.57
LOW 93.80
0.618 92.55
1.000 91.78
1.618 90.53
2.618 88.51
4.250 85.22
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 94.81 95.32
PP 94.56 94.90
S1 94.31 94.48

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

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