NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 93.53 93.50 -0.03 0.0% 95.81
High 93.92 94.95 1.03 1.1% 95.99
Low 91.80 93.02 1.22 1.3% 92.78
Close 93.79 94.67 0.88 0.9% 95.16
Range 2.12 1.93 -0.19 -9.0% 3.21
ATR 1.76 1.77 0.01 0.7% 0.00
Volume 8,741 10,075 1,334 15.3% 55,173
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 100.00 99.27 95.73
R3 98.07 97.34 95.20
R2 96.14 96.14 95.02
R1 95.41 95.41 94.85 95.78
PP 94.21 94.21 94.21 94.40
S1 93.48 93.48 94.49 93.85
S2 92.28 92.28 94.32
S3 90.35 91.55 94.14
S4 88.42 89.62 93.61
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 95.30 91.80 3.50 3.7% 1.80 1.9% 82% False False 10,247
10 95.99 91.80 4.19 4.4% 1.59 1.7% 68% False False 10,748
20 95.99 87.50 8.49 9.0% 1.72 1.8% 84% False False 9,653
40 96.74 85.96 10.78 11.4% 1.63 1.7% 81% False False 8,293
60 96.74 85.96 10.78 11.4% 1.40 1.5% 81% False False 7,128
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.15
2.618 100.00
1.618 98.07
1.000 96.88
0.618 96.14
HIGH 94.95
0.618 94.21
0.500 93.99
0.382 93.76
LOW 93.02
0.618 91.83
1.000 91.09
1.618 89.90
2.618 87.97
4.250 84.82
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 94.44 94.24
PP 94.21 93.81
S1 93.99 93.38

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

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