NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 93.46 93.61 0.15 0.2% 95.68
High 94.15 94.07 -0.08 -0.1% 96.83
Low 92.09 92.88 0.79 0.9% 92.09
Close 94.00 93.98 -0.02 0.0% 93.98
Range 2.06 1.19 -0.87 -42.2% 4.74
ATR 1.81 1.76 -0.04 -2.4% 0.00
Volume 17,297 22,324 5,027 29.1% 89,229
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 97.21 96.79 94.63
R3 96.02 95.60 94.31
R2 94.83 94.83 94.20
R1 94.41 94.41 94.09 94.62
PP 93.64 93.64 93.64 93.75
S1 93.22 93.22 93.87 93.43
S2 92.45 92.45 93.76
S3 91.26 92.03 93.65
S4 90.07 90.84 93.33
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 108.52 105.99 96.59
R3 103.78 101.25 95.28
R2 99.04 99.04 94.85
R1 96.51 96.51 94.41 95.41
PP 94.30 94.30 94.30 93.75
S1 91.77 91.77 93.55 90.67
S2 89.56 89.56 93.11
S3 84.82 87.03 92.68
S4 80.08 82.29 91.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.83 92.09 4.74 5.0% 1.62 1.7% 40% False False 17,845
10 96.83 92.04 4.79 5.1% 1.65 1.8% 41% False False 18,288
20 96.83 89.65 7.18 7.6% 1.79 1.9% 60% False False 18,409
40 97.26 86.47 10.79 11.5% 1.80 1.9% 70% False False 14,975
60 97.26 86.47 10.79 11.5% 1.56 1.7% 70% False False 12,357
80 99.41 86.47 12.94 13.8% 1.44 1.5% 58% False False 11,264
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.13
2.618 97.19
1.618 96.00
1.000 95.26
0.618 94.81
HIGH 94.07
0.618 93.62
0.500 93.48
0.382 93.33
LOW 92.88
0.618 92.14
1.000 91.69
1.618 90.95
2.618 89.76
4.250 87.82
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 93.81 93.97
PP 93.64 93.96
S1 93.48 93.96

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

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