NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 95.58 95.30 -0.28 -0.3% 95.81
High 95.59 95.30 -0.29 -0.3% 95.99
Low 94.51 92.78 -1.73 -1.8% 92.78
Close 95.52 95.16 -0.36 -0.4% 95.16
Range 1.08 2.52 1.44 133.3% 3.21
ATR 1.71 1.78 0.07 4.3% 0.00
Volume 13,612 10,745 -2,867 -21.1% 55,173
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 101.97 101.09 96.55
R3 99.45 98.57 95.85
R2 96.93 96.93 95.62
R1 96.05 96.05 95.39 95.23
PP 94.41 94.41 94.41 94.01
S1 93.53 93.53 94.93 92.71
S2 91.89 91.89 94.70
S3 89.37 91.01 94.47
S4 86.85 88.49 93.77
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 104.27 102.93 96.93
R3 101.06 99.72 96.04
R2 97.85 97.85 95.75
R1 96.51 96.51 95.45 95.58
PP 94.64 94.64 94.64 94.18
S1 93.30 93.30 94.87 92.37
S2 91.43 91.43 94.57
S3 88.22 90.09 94.28
S4 85.01 86.88 93.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.99 92.78 3.21 3.4% 1.47 1.5% 74% False True 11,034
10 95.99 89.26 6.73 7.1% 1.83 1.9% 88% False False 10,729
20 95.99 85.96 10.03 10.5% 1.90 2.0% 92% False False 9,745
40 96.74 85.96 10.78 11.3% 1.58 1.7% 85% False False 7,743
60 98.75 85.96 12.79 13.4% 1.38 1.5% 72% False False 6,758
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 106.01
2.618 101.90
1.618 99.38
1.000 97.82
0.618 96.86
HIGH 95.30
0.618 94.34
0.500 94.04
0.382 93.74
LOW 92.78
0.618 91.22
1.000 90.26
1.618 88.70
2.618 86.18
4.250 82.07
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 94.79 94.84
PP 94.41 94.51
S1 94.04 94.19

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

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