NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 92.91 95.81 2.90 3.1% 91.90
High 94.82 95.99 1.17 1.2% 94.82
Low 92.81 94.05 1.24 1.3% 89.26
Close 94.49 95.18 0.69 0.7% 94.49
Range 2.01 1.94 -0.07 -3.5% 5.56
ATR 1.87 1.88 0.00 0.3% 0.00
Volume 11,816 10,565 -1,251 -10.6% 52,126
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 100.89 99.98 96.25
R3 98.95 98.04 95.71
R2 97.01 97.01 95.54
R1 96.10 96.10 95.36 95.59
PP 95.07 95.07 95.07 94.82
S1 94.16 94.16 95.00 93.65
S2 93.13 93.13 94.82
S3 91.19 92.22 94.65
S4 89.25 90.28 94.11
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 109.54 107.57 97.55
R3 103.98 102.01 96.02
R2 98.42 98.42 95.51
R1 96.45 96.45 95.00 97.44
PP 92.86 92.86 92.86 93.35
S1 90.89 90.89 93.98 91.88
S2 87.30 87.30 93.47
S3 81.74 85.33 92.96
S4 76.18 79.77 91.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.99 89.26 6.73 7.1% 2.23 2.3% 88% True False 10,794
10 95.99 87.81 8.18 8.6% 2.01 2.1% 90% True False 9,782
20 95.99 85.96 10.03 10.5% 1.92 2.0% 92% True False 8,871
40 96.74 85.96 10.78 11.3% 1.54 1.6% 86% False False 7,167
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.24
2.618 101.07
1.618 99.13
1.000 97.93
0.618 97.19
HIGH 95.99
0.618 95.25
0.500 95.02
0.382 94.79
LOW 94.05
0.618 92.85
1.000 92.11
1.618 90.91
2.618 88.97
4.250 85.81
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 95.13 94.48
PP 95.07 93.79
S1 95.02 93.09

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

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