NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 95.00 95.68 0.68 0.7% 95.21
High 96.31 96.83 0.52 0.5% 96.31
Low 94.98 95.15 0.17 0.2% 92.04
Close 95.88 96.44 0.56 0.6% 95.88
Range 1.33 1.68 0.35 26.3% 4.27
ATR 1.83 1.82 -0.01 -0.6% 0.00
Volume 18,312 17,190 -1,122 -6.1% 93,652
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 101.18 100.49 97.36
R3 99.50 98.81 96.90
R2 97.82 97.82 96.75
R1 97.13 97.13 96.59 97.48
PP 96.14 96.14 96.14 96.31
S1 95.45 95.45 96.29 95.80
S2 94.46 94.46 96.13
S3 92.78 93.77 95.98
S4 91.10 92.09 95.52
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 107.55 105.99 98.23
R3 103.28 101.72 97.05
R2 99.01 99.01 96.66
R1 97.45 97.45 96.27 98.23
PP 94.74 94.74 94.74 95.14
S1 93.18 93.18 95.49 93.96
S2 90.47 90.47 95.10
S3 86.20 88.91 94.71
S4 81.93 84.64 93.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.83 92.04 4.79 5.0% 1.79 1.9% 92% True False 17,489
10 96.83 92.04 4.79 5.0% 1.61 1.7% 92% True False 19,375
20 96.83 88.13 8.70 9.0% 1.84 1.9% 96% True False 17,531
40 97.26 86.47 10.79 11.2% 1.76 1.8% 92% False False 14,214
60 97.26 86.47 10.79 11.2% 1.53 1.6% 92% False False 11,498
80 99.41 86.47 12.94 13.4% 1.39 1.4% 77% False False 10,637
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.97
2.618 101.23
1.618 99.55
1.000 98.51
0.618 97.87
HIGH 96.83
0.618 96.19
0.500 95.99
0.382 95.79
LOW 95.15
0.618 94.11
1.000 93.47
1.618 92.43
2.618 90.75
4.250 88.01
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 96.29 95.97
PP 96.14 95.50
S1 95.99 95.03

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

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