NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 94.07 95.77 1.70 1.8% 93.05
High 96.14 97.28 1.14 1.2% 96.14
Low 93.75 95.09 1.34 1.4% 90.29
Close 95.74 96.38 0.64 0.7% 95.74
Range 2.39 2.19 -0.20 -8.4% 5.85
ATR 2.17 2.17 0.00 0.1% 0.00
Volume 50,438 59,485 9,047 17.9% 227,755
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 102.82 101.79 97.58
R3 100.63 99.60 96.98
R2 98.44 98.44 96.78
R1 97.41 97.41 96.58 97.93
PP 96.25 96.25 96.25 96.51
S1 95.22 95.22 96.18 95.74
S2 94.06 94.06 95.98
S3 91.87 93.03 95.78
S4 89.68 90.84 95.18
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 111.61 109.52 98.96
R3 105.76 103.67 97.35
R2 99.91 99.91 96.81
R1 97.82 97.82 96.28 98.87
PP 94.06 94.06 94.06 94.58
S1 91.97 91.97 95.20 93.02
S2 88.21 88.21 94.67
S3 82.36 86.12 94.13
S4 76.51 80.27 92.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.28 90.29 6.99 7.3% 2.56 2.7% 87% True False 51,126
10 97.28 88.28 9.00 9.3% 2.30 2.4% 90% True False 43,866
20 97.28 86.29 10.99 11.4% 2.26 2.3% 92% True False 35,010
40 97.94 86.29 11.65 12.1% 1.85 1.9% 87% False False 27,611
60 99.83 86.29 13.54 14.0% 1.68 1.7% 75% False False 23,385
80 99.98 86.29 13.69 14.2% 1.54 1.6% 74% False False 20,864
100 99.98 86.29 13.69 14.2% 1.37 1.4% 74% False False 17,620
120 99.98 86.29 13.69 14.2% 1.27 1.3% 74% False False 15,158
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.59
2.618 103.01
1.618 100.82
1.000 99.47
0.618 98.63
HIGH 97.28
0.618 96.44
0.500 96.19
0.382 95.93
LOW 95.09
0.618 93.74
1.000 92.90
1.618 91.55
2.618 89.36
4.250 85.78
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 96.32 95.62
PP 96.25 94.86
S1 96.19 94.10

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

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