NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 101.49 103.72 2.23 2.2% 100.46
High 103.90 103.94 0.04 0.0% 103.94
Low 101.27 102.58 1.31 1.3% 99.01
Close 103.19 103.13 -0.06 -0.1% 103.13
Range 2.63 1.36 -1.27 -48.3% 4.93
ATR 1.49 1.49 -0.01 -0.6% 0.00
Volume 342,872 172,529 -170,343 -49.7% 1,339,474
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 107.30 106.57 103.88
R3 105.94 105.21 103.50
R2 104.58 104.58 103.38
R1 103.85 103.85 103.25 103.54
PP 103.22 103.22 103.22 103.06
S1 102.49 102.49 103.01 102.18
S2 101.86 101.86 102.88
S3 100.50 101.13 102.76
S4 99.14 99.77 102.38
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 116.82 114.90 105.84
R3 111.89 109.97 104.49
R2 106.96 106.96 104.03
R1 105.04 105.04 103.58 106.00
PP 102.03 102.03 102.03 102.51
S1 100.11 100.11 102.68 101.07
S2 97.10 97.10 102.23
S3 92.17 95.18 101.77
S4 87.24 90.25 100.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.94 99.01 4.93 4.8% 1.71 1.7% 84% True False 267,894
10 104.20 99.01 5.19 5.0% 1.63 1.6% 79% False False 253,971
20 107.50 99.01 8.49 8.2% 1.48 1.4% 49% False False 226,215
40 107.50 99.01 8.49 8.2% 1.31 1.3% 49% False False 169,405
60 107.50 97.30 10.20 9.9% 1.24 1.2% 57% False False 126,908
80 107.50 96.40 11.10 10.8% 1.21 1.2% 61% False False 100,660
100 107.50 95.06 12.44 12.1% 1.21 1.2% 65% False False 84,087
120 107.50 92.02 15.48 15.0% 1.17 1.1% 72% False False 71,411
Crabel Price Patterns
NR True
NR4 True
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 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.72
2.618 107.50
1.618 106.14
1.000 105.30
0.618 104.78
HIGH 103.94
0.618 103.42
0.500 103.26
0.382 103.10
LOW 102.58
0.618 101.74
1.000 101.22
1.618 100.38
2.618 99.02
4.250 96.80
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 103.26 102.76
PP 103.22 102.38
S1 103.17 102.01

These figures are updated between 7pm and 10pm EST after a trading day.

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