NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 102.77 101.86 -0.91 -0.9% 100.05
High 102.98 102.97 -0.01 0.0% 102.98
Low 101.65 101.48 -0.17 -0.2% 98.68
Close 101.95 102.86 0.91 0.9% 101.95
Range 1.33 1.49 0.16 12.0% 4.30
ATR 1.37 1.38 0.01 0.6% 0.00
Volume 217,747 312,630 94,883 43.6% 991,432
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 106.91 106.37 103.68
R3 105.42 104.88 103.27
R2 103.93 103.93 103.13
R1 103.39 103.39 103.00 103.66
PP 102.44 102.44 102.44 102.57
S1 101.90 101.90 102.72 102.17
S2 100.95 100.95 102.59
S3 99.46 100.41 102.45
S4 97.97 98.92 102.04
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 114.10 112.33 104.32
R3 109.80 108.03 103.13
R2 105.50 105.50 102.74
R1 103.73 103.73 102.34 104.62
PP 101.20 101.20 101.20 101.65
S1 99.43 99.43 101.56 100.32
S2 96.90 96.90 101.16
S3 92.60 95.13 100.77
S4 88.30 90.83 99.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.98 98.68 4.30 4.2% 1.68 1.6% 97% False False 230,569
10 103.63 98.68 4.95 4.8% 1.61 1.6% 84% False False 179,161
20 106.64 98.68 7.96 7.7% 1.36 1.3% 53% False False 124,733
40 106.64 98.68 7.96 7.7% 1.24 1.2% 53% False False 90,638
60 106.64 96.43 10.21 9.9% 1.16 1.1% 63% False False 71,378
80 106.64 95.51 11.13 10.8% 1.13 1.1% 66% False False 60,007
100 106.64 94.34 12.30 12.0% 1.13 1.1% 69% False False 51,868
120 106.64 91.15 15.49 15.1% 1.10 1.1% 76% False False 45,328
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.30
2.618 106.87
1.618 105.38
1.000 104.46
0.618 103.89
HIGH 102.97
0.618 102.40
0.500 102.23
0.382 102.05
LOW 101.48
0.618 100.56
1.000 99.99
1.618 99.07
2.618 97.58
4.250 95.15
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 102.65 102.51
PP 102.44 102.15
S1 102.23 101.80

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

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