NYMEX Light Sweet Crude Oil Future November 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	102.61	103.65	1.04	1.0%	101.18
High	103.61	104.77	1.16	1.1%	103.06
Low	102.16	103.16	1.00	1.0%	99.73
Close	103.58	104.62	1.04	1.0%	102.66
Range	1.45	1.61	0.16	11.0%	3.33
ATR	1.67	1.67	0.00	-0.3%	0.00
Volume	20,452	27,937	7,485	36.6%	230,643

Daily Pivots for day following 18-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.01	108.43	105.51
R3	107.40	106.82	105.06
R2	105.79	105.79	104.92
R1	105.21	105.21	104.77	105.50
PP	104.18	104.18	104.18	104.33
S1	103.60	103.60	104.47	103.89
S2	102.57	102.57	104.32
S3	100.96	101.99	104.18
S4	99.35	100.38	103.73

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	111.81	110.56	104.49
R3	108.48	107.23	103.58
R2	105.15	105.15	103.27
R1	103.90	103.90	102.97	104.53
PP	101.82	101.82	101.82	102.13
S1	100.57	100.57	102.35	101.20
S2	98.49	98.49	102.05
S3	95.16	97.24	101.74
S4	91.83	93.91	100.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.77	101.16	3.61	3.5%	1.48	1.4%	96%	True	False	30,321
10	104.77	98.36	6.41	6.1%	1.59	1.5%	98%	True	False	40,504
20	104.77	91.95	12.82	12.3%	1.78	1.7%	99%	True	False	37,507
40	104.77	91.22	13.55	13.0%	1.70	1.6%	99%	True	False	27,580
60	104.77	89.15	15.62	14.9%	1.71	1.6%	99%	True	False	21,919
80	104.77	85.96	18.81	18.0%	1.67	1.6%	99%	True	False	18,234
100	104.77	85.96	18.81	18.0%	1.54	1.5%	99%	True	False	15,525

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.34
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111.61
2.618	108.98
1.618	107.37
1.000	106.38
0.618	105.76
HIGH	104.77
0.618	104.15
0.500	103.97
0.382	103.78
LOW	103.16
0.618	102.17
1.000	101.55
1.618	100.56
2.618	98.95
4.250	96.32

Fisher Pivots for day following 18-Jul-2013
Pivot	1 day	3 day
R1	104.40	104.24
PP	104.18	103.85
S1	103.97	103.47

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