NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 96.40 96.74 0.34 0.4% 95.76
High 97.28 97.00 -0.28 -0.3% 96.70
Low 95.50 95.73 0.23 0.2% 92.40
Close 96.85 96.17 -0.68 -0.7% 96.25
Range 1.78 1.27 -0.51 -28.7% 4.30
ATR 1.95 1.90 -0.05 -2.5% 0.00
Volume 36,525 33,121 -3,404 -9.3% 183,031
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 100.11 99.41 96.87
R3 98.84 98.14 96.52
R2 97.57 97.57 96.40
R1 96.87 96.87 96.29 96.59
PP 96.30 96.30 96.30 96.16
S1 95.60 95.60 96.05 95.32
S2 95.03 95.03 95.94
S3 93.76 94.33 95.82
S4 92.49 93.06 95.47
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 108.02 106.43 98.62
R3 103.72 102.13 97.43
R2 99.42 99.42 97.04
R1 97.83 97.83 96.64 98.63
PP 95.12 95.12 95.12 95.51
S1 93.53 93.53 95.86 94.33
S2 90.82 90.82 95.46
S3 86.52 89.23 95.07
S4 82.22 84.93 93.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.28 92.40 4.88 5.1% 1.83 1.9% 77% False False 36,340
10 97.28 92.40 4.88 5.1% 1.72 1.8% 77% False False 39,977
20 97.28 89.64 7.64 7.9% 1.97 2.0% 85% False False 38,192
40 97.66 86.26 11.40 11.9% 1.90 2.0% 87% False False 33,128
60 97.66 86.26 11.40 11.9% 1.68 1.7% 87% False False 27,193
80 99.69 86.26 13.43 14.0% 1.57 1.6% 74% False False 24,881
100 99.69 86.26 13.43 14.0% 1.44 1.5% 74% False False 21,936
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.31
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.40
2.618 100.32
1.618 99.05
1.000 98.27
0.618 97.78
HIGH 97.00
0.618 96.51
0.500 96.37
0.382 96.22
LOW 95.73
0.618 94.95
1.000 94.46
1.618 93.68
2.618 92.41
4.250 90.33
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 96.37 96.19
PP 96.30 96.18
S1 96.24 96.18

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

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