NYMEX Light Sweet Crude Oil Future February 2014

Trading Metrics calculated at close of trading on 27-Jun-2013

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	91.89	92.53	0.64	0.7%	95.85
High	92.14	93.49	1.35	1.5%	96.44
Low	91.35	92.15	0.80	0.9%	90.29
Close	92.14	93.44	1.30	1.4%	90.83
Range	0.79	1.34	0.55	69.6%	6.15
ATR	1.42	1.42	-0.01	-0.4%	0.00
Volume	9,580	3,950	-5,630	-58.8%	13,783

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.05	96.58	94.18
R3	95.71	95.24	93.81
R2	94.37	94.37	93.69
R1	93.90	93.90	93.56	94.14
PP	93.03	93.03	93.03	93.14
S1	92.56	92.56	93.32	92.80
S2	91.69	91.69	93.19
S3	90.35	91.22	93.07
S4	89.01	89.88	92.70

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	93.49	90.05	3.44	3.7%	1.55	1.7%	99%	True	False	5,870
10	96.44	90.05	6.39	6.8%	1.40	1.5%	53%	False	False	4,139
20	96.44	90.05	6.39	6.8%	1.26	1.3%	53%	False	False	3,743

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.15
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.19
2.618	97.00
1.618	95.66
1.000	94.83
0.618	94.32
HIGH	93.49
0.618	92.98
0.500	92.82
0.382	92.66
LOW	92.15
0.618	91.32
1.000	90.81
1.618	89.98
2.618	88.64
4.250	86.46

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	93.23	93.10
PP	93.03	92.76
S1	92.82	92.42

Download as Excel Spreadsheet

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

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