NYMEX Light Sweet Crude Oil Future March 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	98.24	98.39	0.15	0.2%	96.91
High	98.77	98.72	-0.05	-0.1%	99.39
Low	97.76	96.94	-0.82	-0.8%	96.75
Close	98.73	97.74	-0.99	-1.0%	98.38
Range	1.01	1.78	0.77	76.2%	2.64
ATR	1.17	1.21	0.04	3.8%	0.00
Volume	9,543	11,490	1,947	20.4%	65,636

Daily Pivots for day following 24-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.14	102.22	98.72
R3	101.36	100.44	98.23
R2	99.58	99.58	98.07
R1	98.66	98.66	97.90	98.23
PP	97.80	97.80	97.80	97.59
S1	96.88	96.88	97.58	96.45
S2	96.02	96.02	97.41
S3	94.24	95.10	97.25
S4	92.46	93.32	96.76

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	96.94	2.45	2.5%	1.38	1.4%	33%	False	True	13,938
10	99.39	96.03	3.36	3.4%	1.15	1.2%	51%	False	False	15,535
20	99.39	90.14	9.25	9.5%	1.07	1.1%	82%	False	False	15,116

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	106.29
2.618	103.38
1.618	101.60
1.000	100.50
0.618	99.82
HIGH	98.72
0.618	98.04
0.500	97.83
0.382	97.62
LOW	96.94
0.618	95.84
1.000	95.16
1.618	94.06
2.618	92.28
4.250	89.38

Fisher Pivots for day following 24-Jul-2013
Pivot	1 day	3 day
R1	97.83	97.96
PP	97.80	97.89
S1	97.77	97.81

Download as Excel Spreadsheet

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

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