NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 93.36 93.71 0.35 0.4% 94.85
High 94.21 93.79 -0.42 -0.4% 94.85
Low 92.14 93.05 0.91 1.0% 92.14
Close 94.19 93.42 -0.77 -0.8% 94.19
Range 2.07 0.74 -1.33 -64.3% 2.71
ATR 1.69 1.65 -0.04 -2.3% 0.00
Volume 8,559 6,479 -2,080 -24.3% 35,566
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 95.64 95.27 93.83
R3 94.90 94.53 93.62
R2 94.16 94.16 93.56
R1 93.79 93.79 93.49 93.61
PP 93.42 93.42 93.42 93.33
S1 93.05 93.05 93.35 92.87
S2 92.68 92.68 93.28
S3 91.94 92.31 93.22
S4 91.20 91.57 93.01
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 101.86 100.73 95.68
R3 99.15 98.02 94.94
R2 96.44 96.44 94.69
R1 95.31 95.31 94.44 94.52
PP 93.73 93.73 93.73 93.33
S1 92.60 92.60 93.94 91.81
S2 91.02 91.02 93.69
S3 88.31 89.89 93.44
S4 85.60 87.18 92.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.52 92.14 2.38 2.5% 1.08 1.2% 54% False False 6,628
10 94.85 88.45 6.40 6.9% 1.65 1.8% 78% False False 6,873
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 96.94
2.618 95.73
1.618 94.99
1.000 94.53
0.618 94.25
HIGH 93.79
0.618 93.51
0.500 93.42
0.382 93.33
LOW 93.05
0.618 92.59
1.000 92.31
1.618 91.85
2.618 91.11
4.250 89.91
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 93.42 93.39
PP 93.42 93.36
S1 93.42 93.33

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

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