NYMEX Light Sweet Crude Oil Future December 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 99.95 98.90 -1.05 -1.1% 98.19
High 99.95 99.99 0.04 0.0% 99.95
Low 98.74 98.70 -0.04 0.0% 97.32
Close 99.06 99.91 0.85 0.9% 99.06
Range 1.21 1.29 0.08 6.6% 2.63
ATR 1.20 1.20 0.01 0.5% 0.00
Volume 143,148 67,930 -75,218 -52.5% 426,240
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 103.40 102.95 100.62
R3 102.11 101.66 100.26
R2 100.82 100.82 100.15
R1 100.37 100.37 100.03 100.60
PP 99.53 99.53 99.53 99.65
S1 99.08 99.08 99.79 99.31
S2 98.24 98.24 99.67
S3 96.95 97.79 99.56
S4 95.66 96.50 99.20
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 99.99 97.32 2.67 2.7% 1.35 1.4% 97% True False 84,939
10 101.15 97.32 3.83 3.8% 1.38 1.4% 68% False False 74,238
20 103.66 97.32 6.34 6.3% 1.22 1.2% 41% False False 61,889
40 103.66 97.32 6.34 6.3% 1.09 1.1% 41% False False 57,266
60 103.66 93.98 9.68 9.7% 1.05 1.0% 61% False False 52,166
80 103.66 93.05 10.61 10.6% 1.03 1.0% 65% False False 49,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.47
2.618 103.37
1.618 102.08
1.000 101.28
0.618 100.79
HIGH 99.99
0.618 99.50
0.500 99.35
0.382 99.19
LOW 98.70
0.618 97.90
1.000 97.41
1.618 96.61
2.618 95.32
4.250 93.22
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 99.72 99.66
PP 99.53 99.40
S1 99.35 99.15

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

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