NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 94.35 93.53 -0.82 -0.9% 95.81
High 94.79 93.92 -0.87 -0.9% 95.99
Low 93.38 91.80 -1.58 -1.7% 92.78
Close 93.63 93.79 0.16 0.2% 95.16
Range 1.41 2.12 0.71 50.4% 3.21
ATR 1.73 1.76 0.03 1.6% 0.00
Volume 8,618 8,741 123 1.4% 55,173
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 99.53 98.78 94.96
R3 97.41 96.66 94.37
R2 95.29 95.29 94.18
R1 94.54 94.54 93.98 94.92
PP 93.17 93.17 93.17 93.36
S1 92.42 92.42 93.60 92.80
S2 91.05 91.05 93.40
S3 88.93 90.30 93.21
S4 86.81 88.18 92.62
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 91.80 3.79 4.0% 1.63 1.7% 53% False True 10,954
10 95.99 90.19 5.80 6.2% 1.70 1.8% 62% False False 11,205
20 95.99 85.96 10.03 10.7% 1.73 1.8% 78% False False 9,532
40 96.74 85.96 10.78 11.5% 1.60 1.7% 73% False False 8,191
60 98.02 85.96 12.06 12.9% 1.41 1.5% 65% False False 7,001
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.93
2.618 99.47
1.618 97.35
1.000 96.04
0.618 95.23
HIGH 93.92
0.618 93.11
0.500 92.86
0.382 92.61
LOW 91.80
0.618 90.49
1.000 89.68
1.618 88.37
2.618 86.25
4.250 82.79
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 93.48 93.63
PP 93.17 93.46
S1 92.86 93.30

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

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