NYMEX Light Sweet Crude Oil Future October 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 95.98 95.78 -0.20 -0.2% 95.00
High 96.08 95.78 -0.30 -0.3% 96.48
Low 94.95 93.10 -1.85 -1.9% 93.10
Close 96.00 95.63 -0.37 -0.4% 95.63
Range 1.13 2.68 1.55 137.2% 3.38
ATR 1.78 1.86 0.08 4.5% 0.00
Volume 25,568 23,128 -2,440 -9.5% 104,772
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 102.88 101.93 97.10
R3 100.20 99.25 96.37
R2 97.52 97.52 96.12
R1 96.57 96.57 95.88 95.71
PP 94.84 94.84 94.84 94.40
S1 93.89 93.89 95.38 93.03
S2 92.16 92.16 95.14
S3 89.48 91.21 94.89
S4 86.80 88.53 94.16
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 105.21 103.80 97.49
R3 101.83 100.42 96.56
R2 98.45 98.45 96.25
R1 97.04 97.04 95.94 97.75
PP 95.07 95.07 95.07 95.42
S1 93.66 93.66 95.32 94.37
S2 91.69 91.69 95.01
S3 88.31 90.28 94.70
S4 84.93 86.90 93.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.48 93.10 3.38 3.5% 1.59 1.7% 75% False True 20,954
10 96.48 89.65 6.83 7.1% 1.92 2.0% 88% False False 18,530
20 96.48 86.47 10.01 10.5% 1.97 2.1% 92% False False 16,250
40 97.26 86.47 10.79 11.3% 1.69 1.8% 85% False False 12,310
60 99.07 86.47 12.60 13.2% 1.50 1.6% 73% False False 10,335
80 99.41 86.47 12.94 13.5% 1.33 1.4% 71% False False 9,725
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 0.11
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 107.17
2.618 102.80
1.618 100.12
1.000 98.46
0.618 97.44
HIGH 95.78
0.618 94.76
0.500 94.44
0.382 94.12
LOW 93.10
0.618 91.44
1.000 90.42
1.618 88.76
2.618 86.08
4.250 81.71
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 95.23 95.29
PP 94.84 94.95
S1 94.44 94.61

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

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