NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 96.60 96.16 -0.44 -0.5% 95.58
High 96.77 96.24 -0.53 -0.5% 97.17
Low 95.35 93.37 -1.98 -2.1% 93.37
Close 96.39 96.04 -0.35 -0.4% 96.04
Range 1.42 2.87 1.45 102.1% 3.80
ATR 2.11 2.18 0.06 3.1% 0.00
Volume 272,196 354,119 81,923 30.1% 1,433,775
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 103.83 102.80 97.62
R3 100.96 99.93 96.83
R2 98.09 98.09 96.57
R1 97.06 97.06 96.30 96.14
PP 95.22 95.22 95.22 94.76
S1 94.19 94.19 95.78 93.27
S2 92.35 92.35 95.51
S3 89.48 91.32 95.25
S4 86.61 88.45 94.46
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 106.93 105.28 98.13
R3 103.13 101.48 97.09
R2 99.33 99.33 96.74
R1 97.68 97.68 96.39 98.51
PP 95.53 95.53 95.53 95.94
S1 93.88 93.88 95.69 94.71
S2 91.73 91.73 95.34
S3 87.93 90.08 95.00
S4 84.13 86.28 93.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.17 93.37 3.80 4.0% 1.90 2.0% 70% False True 286,755
10 97.17 90.11 7.06 7.4% 2.27 2.4% 84% False False 286,659
20 97.17 85.90 11.27 11.7% 2.35 2.4% 90% False False 257,357
40 98.06 85.90 12.16 12.7% 2.04 2.1% 83% False False 170,048
60 99.52 85.90 13.62 14.2% 1.88 2.0% 74% False False 132,548
80 99.52 85.90 13.62 14.2% 1.75 1.8% 74% False False 116,617
100 99.52 85.90 13.62 14.2% 1.65 1.7% 74% False False 100,035
120 99.52 85.90 13.62 14.2% 1.64 1.7% 74% False False 87,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 108.44
2.618 103.75
1.618 100.88
1.000 99.11
0.618 98.01
HIGH 96.24
0.618 95.14
0.500 94.81
0.382 94.47
LOW 93.37
0.618 91.60
1.000 90.50
1.618 88.73
2.618 85.86
4.250 81.17
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 95.63 95.72
PP 95.22 95.39
S1 94.81 95.07

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

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