NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 94.60 92.80 -1.80 -1.9% 94.58
High 94.88 93.21 -1.67 -1.8% 95.43
Low 92.93 91.25 -1.68 -1.8% 91.27
Close 93.19 93.07 -0.12 -0.1% 94.88
Range 1.95 1.96 0.01 0.5% 4.16
ATR 1.84 1.84 0.01 0.5% 0.00
Volume 37,611 58,400 20,789 55.3% 277,668
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 98.39 97.69 94.15
R3 96.43 95.73 93.61
R2 94.47 94.47 93.43
R1 93.77 93.77 93.25 94.12
PP 92.51 92.51 92.51 92.69
S1 91.81 91.81 92.89 92.16
S2 90.55 90.55 92.71
S3 88.59 89.85 92.53
S4 86.63 87.89 91.99
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 91.25 4.50 4.8% 1.65 1.8% 40% False True 53,215
10 95.75 91.25 4.50 4.8% 1.82 2.0% 40% False True 55,360
20 95.75 88.78 6.97 7.5% 1.87 2.0% 62% False False 58,171
40 96.43 85.52 10.91 11.7% 1.88 2.0% 69% False False 56,152
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 0.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.54
2.618 98.34
1.618 96.38
1.000 95.17
0.618 94.42
HIGH 93.21
0.618 92.46
0.500 92.23
0.382 92.00
LOW 91.25
0.618 90.04
1.000 89.29
1.618 88.08
2.618 86.12
4.250 82.92
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 92.79 93.41
PP 92.51 93.29
S1 92.23 93.18

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

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