NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 18-Jul-2013

Day Change Summary
	Previous	Current
	17-Jul-2013	18-Jul-2013	Change	Change %	Previous Week
Open	104.25	105.07	0.82	0.8%	102.46
High	105.10	106.53	1.43	1.4%	104.80
Low	103.54	104.60	1.06	1.0%	100.93
Close	105.05	106.29	1.24	1.2%	104.14
Range	1.56	1.93	0.37	23.7%	3.87
ATR	1.84	1.85	0.01	0.3%	0.00
Volume	39,790	46,515	6,725	16.9%	352,145

Daily Pivots for day following 18-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	111.60	110.87	107.35
R3	109.67	108.94	106.82
R2	107.74	107.74	106.64
R1	107.01	107.01	106.47	107.38
PP	105.81	105.81	105.81	105.99
S1	105.08	105.08	106.11	105.45
S2	103.88	103.88	105.94
S3	101.95	103.15	105.76
S4	100.02	101.22	105.23

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	114.90	113.39	106.27
R3	111.03	109.52	105.20
R2	107.16	107.16	104.85
R1	105.65	105.65	104.49	106.41
PP	103.29	103.29	103.29	103.67
S1	101.78	101.78	103.79	102.54
S2	99.42	99.42	103.43
S3	95.55	97.91	103.08
S4	91.68	94.04	102.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.53	102.59	3.94	3.7%	1.66	1.6%	94%	True	False	50,780
10	106.53	99.44	7.09	6.7%	1.82	1.7%	97%	True	False	63,675
20	106.53	92.24	14.29	13.4%	1.98	1.9%	98%	True	False	64,731
40	106.53	91.54	14.99	14.1%	1.84	1.7%	98%	True	False	45,193
60	106.53	89.40	17.13	16.1%	1.84	1.7%	99%	True	False	36,122
80	106.53	86.47	20.06	18.9%	1.80	1.7%	99%	True	False	29,823
100	106.53	86.47	20.06	18.9%	1.65	1.6%	99%	True	False	25,105
120	106.53	86.47	20.06	18.9%	1.54	1.5%	99%	True	False	22,221

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	0.49
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114.73
2.618	111.58
1.618	109.65
1.000	108.46
0.618	107.72
HIGH	106.53
0.618	105.79
0.500	105.57
0.382	105.34
LOW	104.60
0.618	103.41
1.000	102.67
1.618	101.48
2.618	99.55
4.250	96.40

Fisher Pivots for day following 18-Jul-2013
Pivot	1 day	3 day
R1	106.05	105.87
PP	105.81	105.45
S1	105.57	105.04

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