NYMEX Light Sweet Crude Oil Future August 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 94.35 94.50 0.15 0.2% 96.39
High 94.60 94.51 -0.09 -0.1% 97.46
Low 92.40 93.21 0.81 0.9% 92.40
Close 94.42 94.34 -0.08 -0.1% 94.34
Range 2.20 1.30 -0.90 -40.9% 5.06
ATR 2.00 1.95 -0.05 -2.5% 0.00
Volume 76,818 70,980 -5,838 -7.6% 299,009
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 97.92 97.43 95.06
R3 96.62 96.13 94.70
R2 95.32 95.32 94.58
R1 94.83 94.83 94.46 94.43
PP 94.02 94.02 94.02 93.82
S1 93.53 93.53 94.22 93.13
S2 92.72 92.72 94.10
S3 91.42 92.23 93.98
S4 90.12 90.93 93.63
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 109.91 107.19 97.12
R3 104.85 102.13 95.73
R2 99.79 99.79 95.27
R1 97.07 97.07 94.80 95.90
PP 94.73 94.73 94.73 94.15
S1 92.01 92.01 93.88 90.84
S2 89.67 89.67 93.41
S3 84.61 86.95 92.95
S4 79.55 81.89 91.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.46 92.40 5.06 5.4% 1.78 1.9% 38% False False 59,801
10 97.46 92.40 5.06 5.4% 1.82 1.9% 38% False False 62,253
20 97.46 90.29 7.17 7.6% 1.99 2.1% 56% False False 59,555
40 97.94 86.29 11.65 12.3% 2.02 2.1% 69% False False 44,131
60 97.94 86.29 11.65 12.3% 1.77 1.9% 69% False False 34,994
80 99.98 86.29 13.69 14.5% 1.67 1.8% 59% False False 30,244
100 99.98 86.29 13.69 14.5% 1.53 1.6% 59% False False 26,096
120 99.98 86.29 13.69 14.5% 1.39 1.5% 59% False False 22,370
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.38
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 100.04
2.618 97.91
1.618 96.61
1.000 95.81
0.618 95.31
HIGH 94.51
0.618 94.01
0.500 93.86
0.382 93.71
LOW 93.21
0.618 92.41
1.000 91.91
1.618 91.11
2.618 89.81
4.250 87.69
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 94.18 94.36
PP 94.02 94.35
S1 93.86 94.35

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

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