NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 90.50 93.30 2.80 3.1% 92.67
High 93.68 95.36 1.68 1.8% 95.36
Low 90.50 93.26 2.76 3.0% 89.65
Close 93.50 94.98 1.48 1.6% 94.98
Range 3.18 2.10 -1.08 -34.0% 5.71
ATR 1.93 1.95 0.01 0.6% 0.00
Volume 21,714 19,151 -2,563 -11.8% 80,534
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 100.83 100.01 96.14
R3 98.73 97.91 95.56
R2 96.63 96.63 95.37
R1 95.81 95.81 95.17 96.22
PP 94.53 94.53 94.53 94.74
S1 93.71 93.71 94.79 94.12
S2 92.43 92.43 94.60
S3 90.33 91.61 94.40
S4 88.23 89.51 93.83
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 110.46 108.43 98.12
R3 104.75 102.72 96.55
R2 99.04 99.04 96.03
R1 97.01 97.01 95.50 98.03
PP 93.33 93.33 93.33 93.84
S1 91.30 91.30 94.46 92.32
S2 87.62 87.62 93.93
S3 81.91 85.59 93.41
S4 76.20 79.88 91.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.36 89.65 5.71 6.0% 2.25 2.4% 93% True False 16,106
10 95.36 87.95 7.41 7.8% 2.03 2.1% 95% True False 14,067
20 95.36 86.47 8.89 9.4% 1.95 2.1% 96% True False 13,386
40 97.26 86.47 10.79 11.4% 1.62 1.7% 79% False False 10,693
60 99.41 86.47 12.94 13.6% 1.45 1.5% 66% False False 9,632
Crabel Price Patterns
NR True
NR4 False
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 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.29
2.618 100.86
1.618 98.76
1.000 97.46
0.618 96.66
HIGH 95.36
0.618 94.56
0.500 94.31
0.382 94.06
LOW 93.26
0.618 91.96
1.000 91.16
1.618 89.86
2.618 87.76
4.250 84.34
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 94.76 94.16
PP 94.53 93.33
S1 94.31 92.51

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

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