NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 93.69 92.66 -1.03 -1.1% 94.87
High 94.62 93.52 -1.10 -1.2% 96.30
Low 92.49 91.49 -1.00 -1.1% 91.69
Close 92.75 93.16 0.41 0.4% 93.55
Range 2.13 2.03 -0.10 -4.7% 4.61
ATR 1.76 1.78 0.02 1.1% 0.00
Volume 12,743 18,361 5,618 44.1% 58,333
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 98.81 98.02 94.28
R3 96.78 95.99 93.72
R2 94.75 94.75 93.53
R1 93.96 93.96 93.35 94.36
PP 92.72 92.72 92.72 92.92
S1 91.93 91.93 92.97 92.33
S2 90.69 90.69 92.79
S3 88.66 89.90 92.60
S4 86.63 87.87 92.04
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 107.68 105.22 96.09
R3 103.07 100.61 94.82
R2 98.46 98.46 94.40
R1 96.00 96.00 93.97 94.93
PP 93.85 93.85 93.85 93.31
S1 91.39 91.39 93.13 90.32
S2 89.24 89.24 92.70
S3 84.63 86.78 92.28
S4 80.02 82.17 91.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.27 91.49 3.78 4.1% 1.95 2.1% 44% False True 12,902
10 96.30 91.49 4.81 5.2% 1.76 1.9% 35% False True 11,900
20 96.30 90.19 6.11 6.6% 1.73 1.9% 49% False False 11,552
40 96.30 85.96 10.34 11.1% 1.74 1.9% 70% False False 9,863
60 96.74 85.96 10.78 11.6% 1.53 1.6% 67% False False 8,290
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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.15
2.618 98.83
1.618 96.80
1.000 95.55
0.618 94.77
HIGH 93.52
0.618 92.74
0.500 92.51
0.382 92.27
LOW 91.49
0.618 90.24
1.000 89.46
1.618 88.21
2.618 86.18
4.250 82.86
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 92.94 93.38
PP 92.72 93.31
S1 92.51 93.23

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

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