NYMEX Light Sweet Crude Oil Future February 2014

Trading Metrics calculated at close of trading on 24-Jul-2013

Day Change Summary
	Previous	Current
	23-Jul-2013	24-Jul-2013	Change	Change %	Previous Week
Open	99.09	99.80	0.71	0.7%	98.23
High	99.85	99.85	0.00	0.0%	100.56
Low	98.76	98.22	-0.54	-0.5%	97.96
Close	99.82	98.71	-1.11	-1.1%	99.57
Range	1.09	1.63	0.54	49.5%	2.60
ATR	1.18	1.21	0.03	2.8%	0.00
Volume	5,717	9,024	3,307	57.8%	45,888

Daily Pivots for day following 24-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.82	102.89	99.61
R3	102.19	101.26	99.16
R2	100.56	100.56	99.01
R1	99.63	99.63	98.86	99.28
PP	98.93	98.93	98.93	98.75
S1	98.00	98.00	98.56	97.65
S2	97.30	97.30	98.41
S3	95.67	96.37	98.26
S4	94.04	94.74	97.81

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	98.22	2.34	2.4%	1.29	1.3%	21%	False	True	8,874
10	100.56	97.05	3.51	3.6%	1.14	1.2%	47%	False	False	10,952
20	100.56	91.35	9.21	9.3%	1.04	1.1%	80%	False	False	9,793
40	100.56	90.05	10.51	10.6%	1.19	1.2%	82%	False	False	6,519

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106.78
2.618	104.12
1.618	102.49
1.000	101.48
0.618	100.86
HIGH	99.85
0.618	99.23
0.500	99.04
0.382	98.84
LOW	98.22
0.618	97.21
1.000	96.59
1.618	95.58
2.618	93.95
4.250	91.29

Fisher Pivots for day following 24-Jul-2013
Pivot	1 day	3 day
R1	99.04	99.20
PP	98.93	99.04
S1	98.82	98.87

Download as Excel Spreadsheet

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

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