NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 20-Feb-2014

Day Change Summary
	Previous	Current
	19-Feb-2014	20-Feb-2014	Change	Change %	Previous Week
Open	97.20	97.50	0.30	0.3%	95.53
High	97.76	97.97	0.21	0.2%	96.32
Low	97.20	97.20	0.00	0.0%	94.62
Close	97.65	97.76	0.11	0.1%	96.19
Range	0.56	0.77	0.21	37.5%	1.70
ATR	0.98	0.97	-0.02	-1.5%	0.00
Volume	19,131	20,297	1,166	6.1%	61,646

Daily Pivots for day following 20-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.95	99.63	98.18
R3	99.18	98.86	97.97
R2	98.41	98.41	97.90
R1	98.09	98.09	97.83	98.25
PP	97.64	97.64	97.64	97.73
S1	97.32	97.32	97.69	97.48
S2	96.87	96.87	97.62
S3	96.10	96.55	97.55
S4	95.33	95.78	97.34

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.81	100.20	97.13
R3	99.11	98.50	96.66
R2	97.41	97.41	96.50
R1	96.80	96.80	96.35	97.11
PP	95.71	95.71	95.71	95.86
S1	95.10	95.10	96.03	95.41
S2	94.01	94.01	95.88
S3	92.31	93.40	95.72
S4	90.61	91.70	95.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.97	95.10	2.87	2.9%	0.89	0.9%	93%	True	False	14,899
10	97.97	92.83	5.14	5.3%	0.99	1.0%	96%	True	False	13,230
20	97.97	91.15	6.82	7.0%	0.94	1.0%	97%	True	False	12,647
40	97.97	89.09	8.88	9.1%	0.96	1.0%	98%	True	False	10,924

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.24
2.618	99.99
1.618	99.22
1.000	98.74
0.618	98.45
HIGH	97.97
0.618	97.68
0.500	97.59
0.382	97.49
LOW	97.20
0.618	96.72
1.000	96.43
1.618	95.95
2.618	95.18
4.250	93.93

Fisher Pivots for day following 20-Feb-2014
Pivot	1 day	3 day
R1	97.70	97.54
PP	97.64	97.33
S1	97.59	97.11

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