NYMEX Light Sweet Crude Oil Future February 2014

Trading Metrics calculated at close of trading on 12-Jul-2013

Day Change Summary
	Previous	Current
	11-Jul-2013	12-Jul-2013	Change	Change %	Previous Week
Open	97.10	97.60	0.50	0.5%	97.14
High	97.92	98.62	0.70	0.7%	98.62
Low	97.05	97.60	0.55	0.6%	96.28
Close	97.64	98.49	0.85	0.9%	98.49
Range	0.87	1.02	0.15	17.2%	2.34
ATR	1.22	1.21	-0.01	-1.2%	0.00
Volume	23,997	15,595	-8,402	-35.0%	73,742

Daily Pivots for day following 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.30	100.91	99.05
R3	100.28	99.89	98.77
R2	99.26	99.26	98.68
R1	98.87	98.87	98.58	99.07
PP	98.24	98.24	98.24	98.33
S1	97.85	97.85	98.40	98.05
S2	97.22	97.22	98.30
S3	96.20	96.83	98.21
S4	95.18	95.81	97.93

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	104.82	103.99	99.78
R3	102.48	101.65	99.13
R2	100.14	100.14	98.92
R1	99.31	99.31	98.70	99.73
PP	97.80	97.80	97.80	98.00
S1	96.97	96.97	98.28	97.39
S2	95.46	95.46	98.06
S3	93.12	94.63	97.85
S4	90.78	92.29	97.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.62	96.28	2.34	2.4%	0.87	0.9%	94%	True	False	14,748
10	98.62	92.82	5.80	5.9%	0.92	0.9%	98%	True	False	11,239
20	98.62	90.05	8.57	8.7%	1.16	1.2%	98%	True	False	7,689
40	98.62	90.05	8.57	8.7%	1.23	1.2%	98%	True	False	5,138

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	0.12
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	102.96
2.618	101.29
1.618	100.27
1.000	99.64
0.618	99.25
HIGH	98.62
0.618	98.23
0.500	98.11
0.382	97.99
LOW	97.60
0.618	96.97
1.000	96.58
1.618	95.95
2.618	94.93
4.250	93.27

Fisher Pivots for day following 12-Jul-2013
Pivot	1 day	3 day
R1	98.36	98.24
PP	98.24	97.99
S1	98.11	97.75

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