NYMEX Light Sweet Crude Oil Future March 2014

Trading Metrics calculated at close of trading on 02-Aug-2013

Day Change Summary
	Previous	Current
	01-Aug-2013	02-Aug-2013	Change	Change %	Previous Week
Open	98.49	99.78	1.29	1.3%	98.04
High	99.56	100.14	0.58	0.6%	100.14
Low	97.92	98.84	0.92	0.9%	96.74
Close	99.54	99.25	-0.29	-0.3%	99.25
Range	1.64	1.30	-0.34	-20.7%	3.40
ATR	1.24	1.24	0.00	0.4%	0.00
Volume	11,360	17,609	6,249	55.0%	50,087

Daily Pivots for day following 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.31	102.58	99.97
R3	102.01	101.28	99.61
R2	100.71	100.71	99.49
R1	99.98	99.98	99.37	99.70
PP	99.41	99.41	99.41	99.27
S1	98.68	98.68	99.13	98.40
S2	98.11	98.11	99.01
S3	96.81	97.38	98.89
S4	95.51	96.08	98.54

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	108.91	107.48	101.12
R3	105.51	104.08	100.19
R2	102.11	102.11	99.87
R1	100.68	100.68	99.56	101.40
PP	98.71	98.71	98.71	99.07
S1	97.28	97.28	98.94	98.00
S2	95.31	95.31	98.63
S3	91.91	93.88	98.32
S4	88.51	90.48	97.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.14	96.74	3.40	3.4%	1.24	1.2%	74%	True	False	10,017
10	100.14	96.74	3.40	3.4%	1.21	1.2%	74%	True	False	11,258
20	100.14	95.29	4.85	4.9%	1.11	1.1%	82%	True	False	13,897

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.35
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105.67
2.618	103.54
1.618	102.24
1.000	101.44
0.618	100.94
HIGH	100.14
0.618	99.64
0.500	99.49
0.382	99.34
LOW	98.84
0.618	98.04
1.000	97.54
1.618	96.74
2.618	95.44
4.250	93.32

Fisher Pivots for day following 02-Aug-2013
Pivot	1 day	3 day
R1	99.49	98.98
PP	99.41	98.71
S1	99.33	98.44

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