NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 95.20 94.18 -1.02 -1.1% 95.00
High 95.20 94.29 -0.91 -1.0% 96.48
Low 93.75 92.04 -1.71 -1.8% 93.10
Close 94.02 94.17 0.15 0.2% 95.63
Range 1.45 2.25 0.80 55.2% 3.38
ATR 1.81 1.84 0.03 1.8% 0.00
Volume 15,507 16,120 613 4.0% 104,772
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 100.25 99.46 95.41
R3 98.00 97.21 94.79
R2 95.75 95.75 94.58
R1 94.96 94.96 94.38 94.23
PP 93.50 93.50 93.50 93.14
S1 92.71 92.71 93.96 91.98
S2 91.25 91.25 93.76
S3 89.00 90.46 93.55
S4 86.75 88.21 92.93
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 96.08 92.04 4.04 4.3% 1.72 1.8% 53% False True 20,743
10 96.48 90.50 5.98 6.4% 1.80 1.9% 61% False False 20,065
20 96.48 86.64 9.84 10.4% 1.78 1.9% 77% False False 16,312
40 97.26 86.47 10.79 11.5% 1.71 1.8% 71% False False 13,247
60 98.31 86.47 11.84 12.6% 1.53 1.6% 65% False False 10,889
80 99.41 86.47 12.94 13.7% 1.35 1.4% 60% False False 10,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.85
2.618 100.18
1.618 97.93
1.000 96.54
0.618 95.68
HIGH 94.29
0.618 93.43
0.500 93.17
0.382 92.90
LOW 92.04
0.618 90.65
1.000 89.79
1.618 88.40
2.618 86.15
4.250 82.48
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 93.84 94.00
PP 93.50 93.82
S1 93.17 93.65

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

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