NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 95.34 94.60 -0.74 -0.8% 94.58
High 95.56 94.88 -0.68 -0.7% 95.43
Low 94.34 92.93 -1.41 -1.5% 91.27
Close 94.77 93.19 -1.58 -1.7% 94.88
Range 1.22 1.95 0.73 59.8% 4.16
ATR 1.83 1.84 0.01 0.5% 0.00
Volume 61,730 37,611 -24,119 -39.1% 277,668
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 99.52 98.30 94.26
R3 97.57 96.35 93.73
R2 95.62 95.62 93.55
R1 94.40 94.40 93.37 94.04
PP 93.67 93.67 93.67 93.48
S1 92.45 92.45 93.01 92.09
S2 91.72 91.72 92.83
S3 89.77 90.50 92.65
S4 87.82 88.55 92.12
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 92.50 3.25 3.5% 1.69 1.8% 21% False False 53,616
10 95.75 91.27 4.48 4.8% 1.73 1.9% 43% False False 55,788
20 95.75 88.78 6.97 7.5% 1.89 2.0% 63% False False 57,938
40 96.43 85.52 10.91 11.7% 1.86 2.0% 70% False False 56,447
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.17
2.618 99.99
1.618 98.04
1.000 96.83
0.618 96.09
HIGH 94.88
0.618 94.14
0.500 93.91
0.382 93.67
LOW 92.93
0.618 91.72
1.000 90.98
1.618 89.77
2.618 87.82
4.250 84.64
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 93.91 94.34
PP 93.67 93.96
S1 93.43 93.57

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

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