NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 20-May-2013

Day Change Summary
	Previous	Current
	17-May-2013	20-May-2013	Change	Change %	Previous Week
Open	94.18	94.84	0.66	0.7%	94.58
High	95.43	95.75	0.32	0.3%	95.43
Low	93.94	94.13	0.19	0.2%	91.27
Close	94.88	95.38	0.50	0.5%	94.88
Range	1.49	1.62	0.13	8.7%	4.16
ATR	1.89	1.87	-0.02	-1.0%	0.00
Volume	52,352	55,985	3,633	6.9%	277,668

Daily Pivots for day following 20-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.95	99.28	96.27
R3	98.33	97.66	95.83
R2	96.71	96.71	95.68
R1	96.04	96.04	95.53	96.38
PP	95.09	95.09	95.09	95.25
S1	94.42	94.42	95.23	94.76
S2	93.47	93.47	95.08
S3	91.85	92.80	94.93
S4	90.23	91.18	94.49

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.34	104.77	97.17
R3	102.18	100.61	96.02
R2	98.02	98.02	95.64
R1	96.45	96.45	95.26	97.24
PP	93.86	93.86	93.86	94.25
S1	92.29	92.29	94.50	93.08
S2	89.70	89.70	94.12
S3	85.54	88.13	93.74
S4	81.38	83.97	92.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.75	91.27	4.48	4.7%	1.80	1.9%	92%	True	False	52,789
10	95.75	91.27	4.48	4.7%	1.65	1.7%	92%	True	False	56,378
20	95.75	87.49	8.26	8.7%	1.92	2.0%	96%	True	False	57,251
40	96.43	85.52	10.91	11.4%	1.87	2.0%	90%	False	False	56,978

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.64
2.618	99.99
1.618	98.37
1.000	97.37
0.618	96.75
HIGH	95.75
0.618	95.13
0.500	94.94
0.382	94.75
LOW	94.13
0.618	93.13
1.000	92.51
1.618	91.51
2.618	89.89
4.250	87.25

Fisher Pivots for day following 20-May-2013
Pivot	1 day	3 day
R1	95.23	94.96
PP	95.09	94.54
S1	94.94	94.13

Download as Excel Spreadsheet

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

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