NYMEX Light Sweet Crude Oil Future November 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 92.91 93.69 0.78 0.8% 94.87
High 95.27 94.62 -0.65 -0.7% 96.30
Low 92.82 92.49 -0.33 -0.4% 91.69
Close 94.44 92.75 -1.69 -1.8% 93.55
Range 2.45 2.13 -0.32 -13.1% 4.61
ATR 1.73 1.76 0.03 1.6% 0.00
Volume 9,452 12,743 3,291 34.8% 58,333
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 99.68 98.34 93.92
R3 97.55 96.21 93.34
R2 95.42 95.42 93.14
R1 94.08 94.08 92.95 93.69
PP 93.29 93.29 93.29 93.09
S1 91.95 91.95 92.55 91.56
S2 91.16 91.16 92.36
S3 89.03 89.82 92.16
S4 86.90 87.69 91.58
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 107.68 105.22 96.09
R3 103.07 100.61 94.82
R2 98.46 98.46 94.40
R1 96.00 96.00 93.97 94.93
PP 93.85 93.85 93.85 93.31
S1 91.39 91.39 93.13 90.32
S2 89.24 89.24 92.70
S3 84.63 86.78 92.28
S4 80.02 82.17 91.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.31 91.69 3.62 3.9% 1.93 2.1% 29% False False 11,171
10 96.30 91.69 4.61 5.0% 1.77 1.9% 23% False False 10,938
20 96.30 89.26 7.04 7.6% 1.77 1.9% 50% False False 11,123
40 96.42 85.96 10.46 11.3% 1.75 1.9% 65% False False 9,546
60 96.74 85.96 10.78 11.6% 1.51 1.6% 63% False False 8,071
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.67
2.618 100.20
1.618 98.07
1.000 96.75
0.618 95.94
HIGH 94.62
0.618 93.81
0.500 93.56
0.382 93.30
LOW 92.49
0.618 91.17
1.000 90.36
1.618 89.04
2.618 86.91
4.250 83.44
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 93.56 93.87
PP 93.29 93.49
S1 93.02 93.12

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

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