NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 25-Jul-2013

Day Change Summary
	Previous	Current
	24-Jul-2013	25-Jul-2013	Change	Change %	Previous Week
Open	94.74	94.17	-0.57	-0.6%	94.95
High	94.75	95.16	0.41	0.4%	95.61
Low	93.98	94.16	0.18	0.2%	94.38
Close	94.52	95.16	0.64	0.7%	94.68
Range	0.77	1.00	0.23	29.9%	1.23
ATR	0.69	0.71	0.02	3.2%	0.00
Volume	3,286	2,333	-953	-29.0%	18,973

Daily Pivots for day following 25-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.83	97.49	95.71
R3	96.83	96.49	95.44
R2	95.83	95.83	95.34
R1	95.49	95.49	95.25	95.66
PP	94.83	94.83	94.83	94.91
S1	94.49	94.49	95.07	94.66
S2	93.83	93.83	94.98
S3	92.83	93.49	94.89
S4	91.83	92.49	94.61

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.58	97.86	95.36
R3	97.35	96.63	95.02
R2	96.12	96.12	94.91
R1	95.40	95.40	94.79	95.15
PP	94.89	94.89	94.89	94.76
S1	94.17	94.17	94.57	93.92
S2	93.66	93.66	94.45
S3	92.43	92.94	94.34
S4	91.20	91.71	94.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.51	93.98	1.53	1.6%	0.75	0.8%	77%	False	False	3,011
10	95.61	93.98	1.63	1.7%	0.55	0.6%	72%	False	False	3,417
20	95.61	90.26	5.35	5.6%	0.48	0.5%	92%	False	False	3,177
40	95.61	88.01	7.60	8.0%	0.43	0.4%	94%	False	False	3,458
60	95.61	87.56	8.05	8.5%	0.40	0.4%	94%	False	False	2,608
80	95.61	84.98	10.63	11.2%	0.30	0.3%	96%	False	False	2,102
100	95.61	84.98	10.63	11.2%	0.25	0.3%	96%	False	False	1,773

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.03
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	99.41
2.618	97.78
1.618	96.78
1.000	96.16
0.618	95.78
HIGH	95.16
0.618	94.78
0.500	94.66
0.382	94.54
LOW	94.16
0.618	93.54
1.000	93.16
1.618	92.54
2.618	91.54
4.250	89.91

Fisher Pivots for day following 25-Jul-2013
Pivot	1 day	3 day
R1	94.99	94.98
PP	94.83	94.79
S1	94.66	94.61

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