NYMEX Light Sweet Crude Oil Future February 2014

Trading Metrics calculated at close of trading on 21-Jun-2013

Day Change Summary
	Previous	Current
	20-Jun-2013	21-Jun-2013	Change	Change %	Previous Week
Open	94.87	92.85	-2.02	-2.1%	95.85
High	94.87	92.96	-1.91	-2.0%	96.44
Low	92.42	90.29	-2.13	-2.3%	90.29
Close	92.42	90.83	-1.59	-1.7%	90.83
Range	2.45	2.67	0.22	9.0%	6.15
ATR	1.38	1.47	0.09	6.7%	0.00
Volume	2,012	4,860	2,848	141.6%	13,783

Daily Pivots for day following 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.37	97.77	92.30
R3	96.70	95.10	91.56
R2	94.03	94.03	91.32
R1	92.43	92.43	91.07	91.90
PP	91.36	91.36	91.36	91.09
S1	89.76	89.76	90.59	89.23
S2	88.69	88.69	90.34
S3	86.02	87.09	90.10
S4	83.35	84.42	89.36

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.97	107.05	94.21
R3	104.82	100.90	92.52
R2	98.67	98.67	91.96
R1	94.75	94.75	91.39	93.64
PP	92.52	92.52	92.52	91.96
S1	88.60	88.60	90.27	87.49
S2	86.37	86.37	89.70
S3	80.22	82.45	89.14
S4	74.07	76.30	87.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.44	90.29	6.15	6.8%	1.46	1.6%	9%	False	True	2,756
10	96.44	90.29	6.15	6.8%	1.31	1.4%	9%	False	True	3,240
20	96.44	90.27	6.17	6.8%	1.34	1.5%	9%	False	False	2,881

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	104.31
2.618	99.95
1.618	97.28
1.000	95.63
0.618	94.61
HIGH	92.96
0.618	91.94
0.500	91.63
0.382	91.31
LOW	90.29
0.618	88.64
1.000	87.62
1.618	85.97
2.618	83.30
4.250	78.94

Fisher Pivots for day following 21-Jun-2013
Pivot	1 day	3 day
R1	91.63	93.37
PP	91.36	92.52
S1	91.10	91.68

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