NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 07-May-2013
Day Change Summary
Previous Current
06-May-2013 07-May-2013 Change Change % Previous Week
Open 95.81 94.68 -1.13 -1.2% 91.90
High 95.99 95.06 -0.93 -1.0% 94.82
Low 94.05 94.39 0.34 0.4% 89.26
Close 95.18 94.73 -0.45 -0.5% 94.49
Range 1.94 0.67 -1.27 -65.5% 5.56
ATR 1.88 1.80 -0.08 -4.1% 0.00
Volume 10,565 11,767 1,202 11.4% 52,126
Daily Pivots for day following 07-May-2013
Classic Woodie Camarilla DeMark
R4 96.74 96.40 95.10
R3 96.07 95.73 94.91
R2 95.40 95.40 94.85
R1 95.06 95.06 94.79 95.23
PP 94.73 94.73 94.73 94.81
S1 94.39 94.39 94.67 94.56
S2 94.06 94.06 94.61
S3 93.39 93.72 94.55
S4 92.72 93.05 94.36
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% 2.08 2.2% 81% False False 11,715
10 95.99 89.15 6.84 7.2% 1.93 2.0% 82% False False 10,388
20 95.99 85.96 10.03 10.6% 1.89 2.0% 87% False False 9,211
40 96.74 85.96 10.78 11.4% 1.53 1.6% 81% False False 7,357
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 97.91
2.618 96.81
1.618 96.14
1.000 95.73
0.618 95.47
HIGH 95.06
0.618 94.80
0.500 94.73
0.382 94.65
LOW 94.39
0.618 93.98
1.000 93.72
1.618 93.31
2.618 92.64
4.250 91.54
Fisher Pivots for day following 07-May-2013
Pivot 1 day 3 day
R1 94.73 94.62
PP 94.73 94.51
S1 94.73 94.40

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

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