NYMEX Light Sweet Crude Oil Future November 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 95.30 94.26 -1.04 -1.1% 95.81
High 95.30 94.76 -0.54 -0.6% 95.99
Low 92.78 93.74 0.96 1.0% 92.78
Close 95.16 94.35 -0.81 -0.9% 95.16
Range 2.52 1.02 -1.50 -59.5% 3.21
ATR 1.78 1.75 -0.03 -1.4% 0.00
Volume 10,745 13,058 2,313 21.5% 55,173
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 97.34 96.87 94.91
R3 96.32 95.85 94.63
R2 95.30 95.30 94.54
R1 94.83 94.83 94.44 95.07
PP 94.28 94.28 94.28 94.40
S1 93.81 93.81 94.26 94.05
S2 93.26 93.26 94.16
S3 92.24 92.79 94.07
S4 91.22 91.77 93.79
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 104.27 102.93 96.93
R3 101.06 99.72 96.04
R2 97.85 97.85 95.75
R1 96.51 96.51 95.45 95.58
PP 94.64 94.64 94.64 94.18
S1 93.30 93.30 94.87 92.37
S2 91.43 91.43 94.57
S3 88.22 90.09 94.28
S4 85.01 86.88 93.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.59 92.78 2.81 3.0% 1.29 1.4% 56% False False 11,533
10 95.99 89.26 6.73 7.1% 1.76 1.9% 76% False False 11,163
20 95.99 85.96 10.03 10.6% 1.79 1.9% 84% False False 9,701
40 96.74 85.96 10.78 11.4% 1.60 1.7% 78% False False 7,991
60 98.23 85.96 12.27 13.0% 1.39 1.5% 68% False False 6,856
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 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.10
2.618 97.43
1.618 96.41
1.000 95.78
0.618 95.39
HIGH 94.76
0.618 94.37
0.500 94.25
0.382 94.13
LOW 93.74
0.618 93.11
1.000 92.72
1.618 92.09
2.618 91.07
4.250 89.41
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 94.32 94.30
PP 94.28 94.24
S1 94.25 94.19

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

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