NYMEX Light Sweet Crude Oil Future December 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 92.80 93.99 1.19 1.3% 94.84
High 94.80 94.20 -0.60 -0.6% 95.75
Low 92.25 92.02 -0.23 -0.2% 91.25
Close 93.95 92.29 -1.66 -1.8% 93.07
Range 2.55 2.18 -0.37 -14.5% 4.50
ATR 1.85 1.88 0.02 1.3% 0.00
Volume 32,335 52,850 20,515 63.4% 280,408
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 99.38 98.01 93.49
R3 97.20 95.83 92.89
R2 95.02 95.02 92.69
R1 93.65 93.65 92.49 93.25
PP 92.84 92.84 92.84 92.63
S1 91.47 91.47 92.09 91.07
S2 90.66 90.66 91.89
S3 88.48 89.29 91.69
S4 86.30 87.11 91.09
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 106.86 104.46 95.55
R3 102.36 99.96 94.31
R2 97.86 97.86 93.90
R1 95.46 95.46 93.48 94.41
PP 93.36 93.36 93.36 92.83
S1 90.96 90.96 92.66 89.91
S2 88.86 88.86 92.25
S3 84.36 86.46 91.83
S4 79.86 81.96 90.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.88 91.25 3.63 3.9% 1.97 2.1% 29% False False 49,575
10 95.75 91.25 4.50 4.9% 1.86 2.0% 23% False False 52,894
20 95.75 88.78 6.97 7.6% 1.91 2.1% 50% False False 57,294
40 96.05 85.52 10.53 11.4% 1.95 2.1% 64% False False 56,830
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.47
2.618 99.91
1.618 97.73
1.000 96.38
0.618 95.55
HIGH 94.20
0.618 93.37
0.500 93.11
0.382 92.85
LOW 92.02
0.618 90.67
1.000 89.84
1.618 88.49
2.618 86.31
4.250 82.76
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 93.11 93.37
PP 92.84 93.01
S1 92.56 92.65

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

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