NYMEX Light Sweet Crude Oil Future December 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	94.92	94.76	-0.16	-0.2%	93.91
High	95.10	94.91	-0.19	-0.2%	95.50
Low	94.00	92.23	-1.77	-1.9%	92.23
Close	95.03	94.68	-0.35	-0.4%	94.68
Range	1.10	2.68	1.58	143.6%	3.27
ATR	1.88	1.94	0.07	3.5%	0.00
Volume	62,681	62,213	-468	-0.7%	306,162

Daily Pivots for day following 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.98	101.01	96.15
R3	99.30	98.33	95.42
R2	96.62	96.62	95.17
R1	95.65	95.65	94.93	94.80
PP	93.94	93.94	93.94	93.51
S1	92.97	92.97	94.43	92.12
S2	91.26	91.26	94.19
S3	88.58	90.29	93.94
S4	85.90	87.61	93.21

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.95	102.58	96.48
R3	100.68	99.31	95.58
R2	97.41	97.41	95.28
R1	96.04	96.04	94.98	96.73
PP	94.14	94.14	94.14	94.48
S1	92.77	92.77	94.38	93.46
S2	90.87	90.87	94.08
S3	87.60	89.50	93.78
S4	84.33	86.23	92.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.50	92.23	3.27	3.5%	1.64	1.7%	75%	False	True	61,232
10	95.50	88.78	6.72	7.1%	2.03	2.1%	88%	False	False	60,806
20	95.50	85.52	9.98	10.5%	2.11	2.2%	92%	False	False	61,383
40	96.43	85.52	10.91	11.5%	1.81	1.9%	84%	False	False	54,390

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	0.25
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	106.30
2.618	101.93
1.618	99.25
1.000	97.59
0.618	96.57
HIGH	94.91
0.618	93.89
0.500	93.57
0.382	93.25
LOW	92.23
0.618	90.57
1.000	89.55
1.618	87.89
2.618	85.21
4.250	80.84

Fisher Pivots for day following 10-May-2013
Pivot	1 day	3 day
R1	94.31	94.34
PP	93.94	94.00
S1	93.57	93.67

Download as Excel Spreadsheet

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

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