NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 94.84 95.34 0.50 0.5% 94.58
High 95.75 95.56 -0.19 -0.2% 95.43
Low 94.13 94.34 0.21 0.2% 91.27
Close 95.38 94.77 -0.61 -0.6% 94.88
Range 1.62 1.22 -0.40 -24.7% 4.16
ATR 1.87 1.83 -0.05 -2.5% 0.00
Volume 55,985 61,730 5,745 10.3% 277,668
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 98.55 97.88 95.44
R3 97.33 96.66 95.11
R2 96.11 96.11 94.99
R1 95.44 95.44 94.88 95.17
PP 94.89 94.89 94.89 94.75
S1 94.22 94.22 94.66 93.95
S2 93.67 93.67 94.55
S3 92.45 93.00 94.43
S4 91.23 91.78 94.10
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 106.34 104.77 97.17
R3 102.18 100.61 96.02
R2 98.02 98.02 95.64
R1 96.45 96.45 95.26 97.24
PP 93.86 93.86 93.86 94.25
S1 92.29 92.29 94.50 93.08
S2 89.70 89.70 94.12
S3 85.54 88.13 93.74
S4 81.38 83.97 92.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.75 91.27 4.48 4.7% 1.75 1.8% 78% False False 56,212
10 95.75 91.27 4.48 4.7% 1.66 1.8% 78% False False 56,490
20 95.75 88.78 6.97 7.4% 1.90 2.0% 86% False False 58,740
40 96.43 85.52 10.91 11.5% 1.85 2.0% 85% False False 57,457
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 100.75
2.618 98.75
1.618 97.53
1.000 96.78
0.618 96.31
HIGH 95.56
0.618 95.09
0.500 94.95
0.382 94.81
LOW 94.34
0.618 93.59
1.000 93.12
1.618 92.37
2.618 91.15
4.250 89.16
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 94.95 94.85
PP 94.89 94.82
S1 94.83 94.80

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

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