NYMEX Light Sweet Crude Oil Future February 2014

Trading Metrics calculated at close of trading on 22-Jul-2013

Day Change Summary
	Previous	Current
	19-Jul-2013	22-Jul-2013	Change	Change %	Previous Week
Open	100.11	100.00	-0.11	-0.1%	98.23
High	100.56	100.18	-0.38	-0.4%	100.56
Low	98.80	99.21	0.41	0.4%	97.96
Close	99.57	99.46	-0.11	-0.1%	99.57
Range	1.76	0.97	-0.79	-44.9%	2.60
ATR	1.20	1.18	-0.02	-1.4%	0.00
Volume	10,844	9,308	-1,536	-14.2%	45,888

Daily Pivots for day following 22-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	102.53	101.96	99.99
R3	101.56	100.99	99.73
R2	100.59	100.59	99.64
R1	100.02	100.02	99.55	99.82
PP	99.62	99.62	99.62	99.52
S1	99.05	99.05	99.37	98.85
S2	98.65	98.65	99.28
S3	97.68	98.08	99.19
S4	96.71	97.11	98.93

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.16	105.97	101.00
R3	104.56	103.37	100.29
R2	101.96	101.96	100.05
R1	100.77	100.77	99.81	101.37
PP	99.36	99.36	99.36	99.66
S1	98.17	98.17	99.33	98.77
S2	96.76	96.76	99.09
S3	94.16	95.57	98.86
S4	91.56	92.97	98.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.56	98.29	2.27	2.3%	1.17	1.2%	52%	False	False	9,164
10	100.56	96.47	4.09	4.1%	1.03	1.0%	73%	False	False	12,061
20	100.56	90.05	10.51	10.6%	1.05	1.1%	90%	False	False	9,604
40	100.56	90.05	10.51	10.6%	1.20	1.2%	90%	False	False	6,242

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	104.30
2.618	102.72
1.618	101.75
1.000	101.15
0.618	100.78
HIGH	100.18
0.618	99.81
0.500	99.70
0.382	99.58
LOW	99.21
0.618	98.61
1.000	98.24
1.618	97.64
2.618	96.67
4.250	95.09

Fisher Pivots for day following 22-Jul-2013
Pivot	1 day	3 day
R1	99.70	99.68
PP	99.62	99.61
S1	99.54	99.53

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