NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 92.80 92.91 0.11 0.1% 94.84
High 93.21 93.17 -0.04 0.0% 95.75
Low 91.25 91.94 0.69 0.8% 91.25
Close 93.07 93.07 0.00 0.0% 93.07
Range 1.96 1.23 -0.73 -37.2% 4.50
ATR 1.84 1.80 -0.04 -2.4% 0.00
Volume 58,400 66,682 8,282 14.2% 280,408
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 96.42 95.97 93.75
R3 95.19 94.74 93.41
R2 93.96 93.96 93.30
R1 93.51 93.51 93.18 93.74
PP 92.73 92.73 92.73 92.84
S1 92.28 92.28 92.96 92.51
S2 91.50 91.50 92.84
S3 90.27 91.05 92.73
S4 89.04 89.82 92.39
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 106.86 104.46 95.55
R3 102.36 99.96 94.31
R2 97.86 97.86 93.90
R1 95.46 95.46 93.48 94.41
PP 93.36 93.36 93.36 92.83
S1 90.96 90.96 92.66 89.91
S2 88.86 88.86 92.25
S3 84.36 86.46 91.83
S4 79.86 81.96 90.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.75 91.25 4.50 4.8% 1.60 1.7% 40% False False 56,081
10 95.75 91.25 4.50 4.8% 1.67 1.8% 40% False False 55,807
20 95.75 88.78 6.97 7.5% 1.85 2.0% 62% False False 58,306
40 96.43 85.52 10.91 11.7% 1.89 2.0% 69% False False 56,837
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 98.40
2.618 96.39
1.618 95.16
1.000 94.40
0.618 93.93
HIGH 93.17
0.618 92.70
0.500 92.56
0.382 92.41
LOW 91.94
0.618 91.18
1.000 90.71
1.618 89.95
2.618 88.72
4.250 86.71
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 92.90 93.07
PP 92.73 93.07
S1 92.56 93.07

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

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