NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 27-Feb-2014

Day Change Summary
	Previous	Current
	26-Feb-2014	27-Feb-2014	Change	Change %	Previous Week
Open	99.48	99.54	0.06	0.1%	98.42
High	100.09	100.00	-0.09	-0.1%	100.09
Low	99.10	99.11	0.01	0.0%	98.05
Close	99.75	99.61	-0.14	-0.1%	99.53
Range	0.99	0.89	-0.10	-10.1%	2.04
ATR	1.13	1.11	-0.02	-1.5%	0.00
Volume	16,053	20,648	4,595	28.6%	86,812

Daily Pivots for day following 27-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.24	101.82	100.10
R3	101.35	100.93	99.85
R2	100.46	100.46	99.77
R1	100.04	100.04	99.69	100.25
PP	99.57	99.57	99.57	99.68
S1	99.15	99.15	99.53	99.36
S2	98.68	98.68	99.45
S3	97.79	98.26	99.37
S4	96.90	97.37	99.12

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.34	104.48	100.65
R3	103.30	102.44	100.09
R2	101.26	101.26	99.90
R1	100.40	100.40	99.72	100.83
PP	99.22	99.22	99.22	99.44
S1	98.36	98.36	99.34	98.79
S2	97.18	97.18	99.16
S3	95.14	96.32	98.97
S4	93.10	94.28	98.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.75	98.69	2.06	2.1%	1.13	1.1%	45%	False	False	16,945
10	100.75	96.76	3.99	4.0%	1.09	1.1%	71%	False	False	19,591
20	100.75	92.85	7.90	7.9%	1.10	1.1%	86%	False	False	17,649
40	100.75	90.40	10.35	10.4%	1.13	1.1%	89%	False	False	15,102
60	100.75	90.40	10.35	10.4%	1.00	1.0%	89%	False	False	12,638
80	100.75	90.40	10.35	10.4%	0.99	1.0%	89%	False	False	11,022
100	100.75	90.40	10.35	10.4%	0.97	1.0%	89%	False	False	9,461
120	100.75	90.40	10.35	10.4%	0.93	0.9%	89%	False	False	8,160

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	103.78
2.618	102.33
1.618	101.44
1.000	100.89
0.618	100.55
HIGH	100.00
0.618	99.66
0.500	99.56
0.382	99.45
LOW	99.11
0.618	98.56
1.000	98.22
1.618	97.67
2.618	96.78
4.250	95.33

Fisher Pivots for day following 27-Feb-2014
Pivot	1 day	3 day
R1	99.59	99.56
PP	99.57	99.50
S1	99.56	99.45

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