NYMEX Light Sweet Crude Oil Future January 2014

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	94.90	94.10	-0.80	-0.8%	93.71
High	94.90	94.19	-0.71	-0.7%	94.90
Low	94.15	92.51	-1.64	-1.7%	91.02
Close	94.26	92.74	-1.52	-1.6%	94.36
Range	0.75	1.68	0.93	124.0%	3.88
ATR	1.54	1.55	0.02	1.0%	0.00
Volume	5,489	3,016	-2,473	-45.1%	23,717

Daily Pivots for day following 22-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.19	97.14	93.66
R3	96.51	95.46	93.20
R2	94.83	94.83	93.05
R1	93.78	93.78	92.89	93.47
PP	93.15	93.15	93.15	92.99
S1	92.10	92.10	92.59	91.79
S2	91.47	91.47	92.43
S3	89.79	90.42	92.28
S4	88.11	88.74	91.82

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.07	103.59	96.49
R3	101.19	99.71	95.43
R2	97.31	97.31	95.07
R1	95.83	95.83	94.72	96.57
PP	93.43	93.43	93.43	93.80
S1	91.95	91.95	94.00	92.69
S2	89.55	89.55	93.65
S3	85.67	88.07	93.29
S4	81.79	84.19	92.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.18	92.51	2.67	2.9%	1.30	1.4%	9%	False	True	4,050
10	95.18	91.02	4.16	4.5%	1.36	1.5%	41%	False	False	5,348
20	95.18	88.45	6.73	7.3%	1.57	1.7%	64%	False	False	5,610

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	0.20
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	101.33
2.618	98.59
1.618	96.91
1.000	95.87
0.618	95.23
HIGH	94.19
0.618	93.55
0.500	93.35
0.382	93.15
LOW	92.51
0.618	91.47
1.000	90.83
1.618	89.79
2.618	88.11
4.250	85.37

Fisher Pivots for day following 22-May-2013
Pivot	1 day	3 day
R1	93.35	93.85
PP	93.15	93.48
S1	92.94	93.11

Download as Excel Spreadsheet

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

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