NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 15-Jul-2014

Day Change Summary
	Previous	Current
	14-Jul-2014	15-Jul-2014	Change	Change %	Previous Week
Open	98.19	98.79	0.60	0.6%	101.24
High	99.07	98.95	-0.12	-0.1%	101.30
Low	98.00	97.32	-0.68	-0.7%	98.01
Close	98.90	97.93	-0.97	-1.0%	98.42
Range	1.07	1.63	0.56	52.3%	3.29
ATR	1.14	1.18	0.03	3.1%	0.00
Volume	69,473	61,939	-7,534	-10.8%	289,136

Daily Pivots for day following 15-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.96	102.07	98.83
R3	101.33	100.44	98.38
R2	99.70	99.70	98.23
R1	98.81	98.81	98.08	98.44
PP	98.07	98.07	98.07	97.88
S1	97.18	97.18	97.78	96.81
S2	96.44	96.44	97.63
S3	94.81	95.55	97.48
S4	93.18	93.92	97.03

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	109.11	107.06	100.23
R3	105.82	103.77	99.32
R2	102.53	102.53	99.02
R1	100.48	100.48	98.72	99.86
PP	99.24	99.24	99.24	98.94
S1	97.19	97.19	98.12	96.57
S2	95.95	95.95	97.82
S3	92.66	93.90	97.52
S4	89.37	90.61	96.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.54	97.32	3.22	3.3%	1.51	1.5%	19%	False	True	66,177
10	102.71	97.32	5.39	5.5%	1.23	1.3%	11%	False	True	58,508
20	103.66	97.32	6.34	6.5%	1.14	1.2%	10%	False	True	57,914
40	103.66	96.98	6.68	6.8%	1.04	1.1%	14%	False	False	53,003
60	103.66	93.98	9.68	9.9%	1.02	1.0%	41%	False	False	48,685
80	103.66	92.49	11.17	11.4%	1.02	1.0%	49%	False	False	45,844

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	105.88
2.618	103.22
1.618	101.59
1.000	100.58
0.618	99.96
HIGH	98.95
0.618	98.33
0.500	98.14
0.382	97.94
LOW	97.32
0.618	96.31
1.000	95.69
1.618	94.68
2.618	93.05
4.250	90.39

Fisher Pivots for day following 15-Jul-2014
Pivot	1 day	3 day
R1	98.14	98.75
PP	98.07	98.48
S1	98.00	98.20

Download as Excel Spreadsheet

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

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