NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 93.24 94.62 1.38 1.5% 95.68
High 95.75 95.08 -0.67 -0.7% 96.83
Low 93.24 92.86 -0.38 -0.4% 92.09
Close 94.88 93.15 -1.73 -1.8% 93.98
Range 2.51 2.22 -0.29 -11.6% 4.74
ATR 1.82 1.84 0.03 1.6% 0.00
Volume 11,794 15,534 3,740 31.7% 89,229
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 100.36 98.97 94.37
R3 98.14 96.75 93.76
R2 95.92 95.92 93.56
R1 94.53 94.53 93.35 94.12
PP 93.70 93.70 93.70 93.49
S1 92.31 92.31 92.95 91.90
S2 91.48 91.48 92.74
S3 89.26 90.09 92.54
S4 87.04 87.87 91.93
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 108.52 105.99 96.59
R3 103.78 101.25 95.28
R2 99.04 99.04 94.85
R1 96.51 96.51 94.41 95.41
PP 94.30 94.30 94.30 93.75
S1 91.77 91.77 93.55 90.67
S2 89.56 89.56 93.11
S3 84.82 87.03 92.68
S4 80.08 82.29 91.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.82 92.09 3.73 4.0% 2.00 2.1% 28% False False 16,577
10 96.83 92.04 4.79 5.1% 1.87 2.0% 23% False False 17,130
20 96.83 89.65 7.18 7.7% 1.87 2.0% 49% False False 18,519
40 96.83 86.47 10.36 11.1% 1.86 2.0% 64% False False 15,258
60 97.26 86.47 10.79 11.6% 1.61 1.7% 62% False False 12,636
80 99.41 86.47 12.94 13.9% 1.48 1.6% 52% False False 11,448
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.52
2.618 100.89
1.618 98.67
1.000 97.30
0.618 96.45
HIGH 95.08
0.618 94.23
0.500 93.97
0.382 93.71
LOW 92.86
0.618 91.49
1.000 90.64
1.618 89.27
2.618 87.05
4.250 83.43
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 93.97 94.31
PP 93.70 93.92
S1 93.42 93.54

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

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