NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 92.09 92.65 0.56 0.6% 92.80
High 93.06 92.87 -0.19 -0.2% 94.80
Low 90.90 90.95 0.05 0.1% 90.90
Close 92.68 91.28 -1.40 -1.5% 91.28
Range 2.16 1.92 -0.24 -11.1% 3.90
ATR 1.90 1.90 0.00 0.1% 0.00
Volume 57,387 50,041 -7,346 -12.8% 192,613
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 97.46 96.29 92.34
R3 95.54 94.37 91.81
R2 93.62 93.62 91.63
R1 92.45 92.45 91.46 92.08
PP 91.70 91.70 91.70 91.51
S1 90.53 90.53 91.10 90.16
S2 89.78 89.78 90.93
S3 87.86 88.61 90.75
S4 85.94 86.69 90.22
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 104.03 101.55 93.43
R3 100.13 97.65 92.35
R2 96.23 96.23 92.00
R1 93.75 93.75 91.64 93.04
PP 92.33 92.33 92.33 91.97
S1 89.85 89.85 90.92 89.14
S2 88.43 88.43 90.57
S3 84.53 85.95 90.21
S4 80.63 82.05 89.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.80 90.90 3.90 4.3% 2.01 2.2% 10% False False 51,859
10 95.75 90.90 4.85 5.3% 1.83 2.0% 8% False False 52,537
20 95.75 90.90 4.85 5.3% 1.80 2.0% 8% False False 55,952
40 95.75 85.52 10.23 11.2% 1.93 2.1% 56% False False 57,166
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.03
2.618 97.90
1.618 95.98
1.000 94.79
0.618 94.06
HIGH 92.87
0.618 92.14
0.500 91.91
0.382 91.68
LOW 90.95
0.618 89.76
1.000 89.03
1.618 87.84
2.618 85.92
4.250 82.79
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 91.91 92.55
PP 91.70 92.13
S1 91.49 91.70

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

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