NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 22-May-2013

Day Change Summary
	Previous	Current
	21-May-2013	22-May-2013	Change	Change %	Previous Week
Open	95.34	94.60	-0.74	-0.8%	94.58
High	95.56	94.88	-0.68	-0.7%	95.43
Low	94.34	92.93	-1.41	-1.5%	91.27
Close	94.77	93.19	-1.58	-1.7%	94.88
Range	1.22	1.95	0.73	59.8%	4.16
ATR	1.83	1.84	0.01	0.5%	0.00
Volume	61,730	37,611	-24,119	-39.1%	277,668

Daily Pivots for day following 22-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.52	98.30	94.26
R3	97.57	96.35	93.73
R2	95.62	95.62	93.55
R1	94.40	94.40	93.37	94.04
PP	93.67	93.67	93.67	93.48
S1	92.45	92.45	93.01	92.09
S2	91.72	91.72	92.83
S3	89.77	90.50	92.65
S4	87.82	88.55	92.12

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	92.50	3.25	3.5%	1.69	1.8%	21%	False	False	53,616
10	95.75	91.27	4.48	4.8%	1.73	1.9%	43%	False	False	55,788
20	95.75	88.78	6.97	7.5%	1.89	2.0%	63%	False	False	57,938
40	96.43	85.52	10.91	11.7%	1.86	2.0%	70%	False	False	56,447

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	103.17
2.618	99.99
1.618	98.04
1.000	96.83
0.618	96.09
HIGH	94.88
0.618	94.14
0.500	93.91
0.382	93.67
LOW	92.93
0.618	91.72
1.000	90.98
1.618	89.77
2.618	87.82
4.250	84.64

Fisher Pivots for day following 22-May-2013
Pivot	1 day	3 day
R1	93.91	94.34
PP	93.67	93.96
S1	93.43	93.57

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols