NYMEX Light Sweet Crude Oil Future February 2014

Trading Metrics calculated at close of trading on 20-Aug-2013

Day Change Summary
	Previous	Current
	19-Aug-2013	20-Aug-2013	Change	Change %	Previous Week
Open	102.24	101.68	-0.56	-0.5%	99.29
High	102.56	102.11	-0.45	-0.4%	102.51
Low	101.76	100.84	-0.92	-0.9%	99.01
Close	101.98	101.12	-0.86	-0.8%	102.35
Range	0.80	1.27	0.47	58.8%	3.50
ATR	1.19	1.20	0.01	0.5%	0.00
Volume	6,937	6,329	-608	-8.8%	43,549

Daily Pivots for day following 20-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.17	104.41	101.82
R3	103.90	103.14	101.47
R2	102.63	102.63	101.35
R1	101.87	101.87	101.24	101.62
PP	101.36	101.36	101.36	101.23
S1	100.60	100.60	101.00	100.35
S2	100.09	100.09	100.89
S3	98.82	99.33	100.77
S4	97.55	98.06	100.42

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	111.79	110.57	104.28
R3	108.29	107.07	103.31
R2	104.79	104.79	102.99
R1	103.57	103.57	102.67	104.18
PP	101.29	101.29	101.29	101.60
S1	100.07	100.07	102.03	100.68
S2	97.79	97.79	101.71
S3	94.29	96.57	101.39
S4	90.79	93.07	100.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.56	100.50	2.06	2.0%	0.98	1.0%	30%	False	False	7,654
10	102.56	97.46	5.10	5.0%	1.18	1.2%	72%	False	False	8,227
20	102.56	97.46	5.10	5.0%	1.21	1.2%	72%	False	False	8,413
40	102.56	91.35	11.21	11.1%	1.10	1.1%	87%	False	False	9,065
60	102.56	90.05	12.51	12.4%	1.20	1.2%	88%	False	False	7,020

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	0.29
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	107.51
2.618	105.43
1.618	104.16
1.000	103.38
0.618	102.89
HIGH	102.11
0.618	101.62
0.500	101.48
0.382	101.33
LOW	100.84
0.618	100.06
1.000	99.57
1.618	98.79
2.618	97.52
4.250	95.44

Fisher Pivots for day following 20-Aug-2013
Pivot	1 day	3 day
R1	101.48	101.70
PP	101.36	101.51
S1	101.24	101.31

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