NYMEX Light Sweet Crude Oil Future December 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 98.55 99.95 1.40 1.4% 98.19
High 99.92 99.95 0.03 0.0% 99.95
Low 98.30 98.74 0.44 0.4% 97.32
Close 99.39 99.06 -0.33 -0.3% 99.06
Range 1.62 1.21 -0.41 -25.3% 2.63
ATR 1.20 1.20 0.00 0.1% 0.00
Volume 64,556 143,148 78,592 121.7% 426,240
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 102.88 102.18 99.73
R3 101.67 100.97 99.39
R2 100.46 100.46 99.28
R1 99.76 99.76 99.17 99.51
PP 99.25 99.25 99.25 99.12
S1 98.55 98.55 98.95 98.30
S2 98.04 98.04 98.84
S3 96.83 97.34 98.73
S4 95.62 96.13 98.39
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 106.67 105.49 100.51
R3 104.04 102.86 99.78
R2 101.41 101.41 99.54
R1 100.23 100.23 99.30 100.82
PP 98.78 98.78 98.78 99.07
S1 97.60 97.60 98.82 98.19
S2 96.15 96.15 98.58
S3 93.52 94.97 98.34
S4 90.89 92.34 97.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.95 97.32 2.63 2.7% 1.31 1.3% 66% True False 85,248
10 101.30 97.32 3.98 4.0% 1.33 1.3% 44% False False 71,537
20 103.66 97.32 6.34 6.4% 1.19 1.2% 27% False False 62,691
40 103.66 97.32 6.34 6.4% 1.06 1.1% 27% False False 57,419
60 103.66 93.98 9.68 9.8% 1.04 1.0% 52% False False 51,850
80 103.66 93.05 10.61 10.7% 1.02 1.0% 57% False False 48,458
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.09
2.618 103.12
1.618 101.91
1.000 101.16
0.618 100.70
HIGH 99.95
0.618 99.49
0.500 99.35
0.382 99.20
LOW 98.74
0.618 97.99
1.000 97.53
1.618 96.78
2.618 95.57
4.250 93.60
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 99.35 99.02
PP 99.25 98.97
S1 99.16 98.93

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

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