NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 22-May-2013

Day Change Summary
	Previous	Current
	21-May-2013	22-May-2013	Change	Change %	Previous Week
Open	92.10	90.93	-1.17	-1.3%	91.11
High	92.60	90.93	-1.67	-1.8%	92.07
Low	91.70	90.68	-1.02	-1.1%	90.20
Close	91.87	90.68	-1.19	-1.3%	91.98
Range	0.90	0.25	-0.65	-72.2%	1.87
ATR	0.90	0.92	0.02	2.3%	0.00
Volume	970	636	-334	-34.4%	5,362

Daily Pivots for day following 22-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	91.51	91.35	90.82
R3	91.26	91.10	90.75
R2	91.01	91.01	90.73
R1	90.85	90.85	90.70	90.81
PP	90.76	90.76	90.76	90.74
S1	90.60	90.60	90.66	90.56
S2	90.51	90.51	90.63
S3	90.26	90.35	90.61
S4	90.01	90.10	90.54

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.03	96.37	93.01
R3	95.16	94.50	92.49
R2	93.29	93.29	92.32
R1	92.63	92.63	92.15	92.96
PP	91.42	91.42	91.42	91.58
S1	90.76	90.76	91.81	91.09
S2	89.55	89.55	91.64
S3	87.68	88.89	91.47
S4	85.81	87.02	90.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.60	90.20	2.40	2.6%	0.60	0.7%	20%	False	False	1,032
10	92.60	90.20	2.40	2.6%	0.61	0.7%	20%	False	False	1,035
20	92.60	87.56	5.04	5.6%	0.31	0.3%	62%	False	False	859
40	93.35	84.98	8.37	9.2%	0.15	0.2%	68%	False	False	719

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	False
Stretch	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.99
2.618	91.58
1.618	91.33
1.000	91.18
0.618	91.08
HIGH	90.93
0.618	90.83
0.500	90.81
0.382	90.78
LOW	90.68
0.618	90.53
1.000	90.43
1.618	90.28
2.618	90.03
4.250	89.62

Fisher Pivots for day following 22-May-2013
Pivot	1 day	3 day
R1	90.81	91.64
PP	90.76	91.32
S1	90.72	91.00

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