NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 93.15 93.38 0.23 0.2% 93.24
High 93.94 93.38 -0.56 -0.6% 95.75
Low 91.76 91.74 -0.02 0.0% 91.74
Close 93.57 92.12 -1.45 -1.5% 92.12
Range 2.18 1.64 -0.54 -24.8% 4.01
ATR 1.87 1.87 0.00 -0.1% 0.00
Volume 24,466 21,323 -3,143 -12.8% 73,117
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 97.33 96.37 93.02
R3 95.69 94.73 92.57
R2 94.05 94.05 92.42
R1 93.09 93.09 92.27 92.75
PP 92.41 92.41 92.41 92.25
S1 91.45 91.45 91.97 91.11
S2 90.77 90.77 91.82
S3 89.13 89.81 91.67
S4 87.49 88.17 91.22
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 105.23 102.69 94.33
R3 101.22 98.68 93.22
R2 97.21 97.21 92.86
R1 94.67 94.67 92.49 93.94
PP 93.20 93.20 93.20 92.84
S1 90.66 90.66 91.75 89.93
S2 89.19 89.19 91.38
S3 85.18 86.65 91.02
S4 81.17 82.64 89.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.75 91.74 4.01 4.4% 1.95 2.1% 9% False True 19,088
10 96.83 91.74 5.09 5.5% 1.80 2.0% 7% False True 18,065
20 96.83 91.74 5.09 5.5% 1.75 1.9% 7% False True 18,996
40 96.83 86.47 10.36 11.2% 1.84 2.0% 55% False False 15,985
60 97.26 86.47 10.79 11.7% 1.65 1.8% 52% False False 13,221
80 99.41 86.47 12.94 14.0% 1.52 1.6% 44% False False 11,833
Crabel Price Patterns
NR True
NR4 True
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.35
2.618 97.67
1.618 96.03
1.000 95.02
0.618 94.39
HIGH 93.38
0.618 92.75
0.500 92.56
0.382 92.37
LOW 91.74
0.618 90.73
1.000 90.10
1.618 89.09
2.618 87.45
4.250 84.77
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 92.56 93.41
PP 92.41 92.98
S1 92.27 92.55

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

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