NYMEX Light Sweet Crude Oil Future March 2014

Trading Metrics calculated at close of trading on 19-Jul-2013

Day Change Summary
	Previous	Current
	18-Jul-2013	19-Jul-2013	Change	Change %	Previous Week
Open	98.16	98.95	0.79	0.8%	96.91
High	99.13	99.39	0.26	0.3%	99.39
Low	97.76	97.64	-0.12	-0.1%	96.75
Close	98.96	98.38	-0.58	-0.6%	98.38
Range	1.37	1.75	0.38	27.7%	2.64
ATR	1.15	1.19	0.04	3.7%	0.00
Volume	12,267	18,246	5,979	48.7%	65,636

Daily Pivots for day following 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.72	102.80	99.34
R3	101.97	101.05	98.86
R2	100.22	100.22	98.70
R1	99.30	99.30	98.54	98.89
PP	98.47	98.47	98.47	98.26
S1	97.55	97.55	98.22	97.14
S2	96.72	96.72	98.06
S3	94.97	95.80	97.90
S4	93.22	94.05	97.42

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.09	104.88	99.83
R3	103.45	102.24	99.11
R2	100.81	100.81	98.86
R1	99.60	99.60	98.62	100.21
PP	98.17	98.17	98.17	98.48
S1	96.96	96.96	98.14	97.57
S2	95.53	95.53	97.90
S3	92.89	94.32	97.65
S4	90.25	91.68	96.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.39	96.75	2.64	2.7%	1.22	1.2%	62%	True	False	13,127
10	99.39	95.29	4.10	4.2%	1.02	1.0%	75%	True	False	16,536
20	99.39	89.48	9.91	10.1%	1.16	1.2%	90%	True	False	14,737

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	106.83
2.618	103.97
1.618	102.22
1.000	101.14
0.618	100.47
HIGH	99.39
0.618	98.72
0.500	98.52
0.382	98.31
LOW	97.64
0.618	96.56
1.000	95.89
1.618	94.81
2.618	93.06
4.250	90.20

Fisher Pivots for day following 19-Jul-2013
Pivot	1 day	3 day
R1	98.52	98.41
PP	98.47	98.40
S1	98.43	98.39

Download as Excel Spreadsheet

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

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