NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 24-Jul-2014
Day Change Summary
Previous Current
23-Jul-2014 24-Jul-2014 Change Change % Previous Week
Open 99.09 99.98 0.89 0.9% 98.19
High 100.05 100.08 0.03 0.0% 99.95
Low 98.86 98.97 0.11 0.1% 97.32
Close 99.95 99.12 -0.83 -0.8% 99.06
Range 1.19 1.11 -0.08 -6.7% 2.63
ATR 1.21 1.21 -0.01 -0.6% 0.00
Volume 53,145 72,864 19,719 37.1% 426,240
Daily Pivots for day following 24-Jul-2014
Classic Woodie Camarilla DeMark
R4 102.72 102.03 99.73
R3 101.61 100.92 99.43
R2 100.50 100.50 99.32
R1 99.81 99.81 99.22 99.60
PP 99.39 99.39 99.39 99.29
S1 98.70 98.70 99.02 98.49
S2 98.28 98.28 98.92
S3 97.17 97.59 98.81
S4 96.06 96.48 98.51
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
5 100.35 98.70 1.65 1.7% 1.23 1.2% 25% False False 78,509
10 100.35 97.32 3.03 3.1% 1.37 1.4% 59% False False 74,990
20 103.07 97.32 5.75 5.8% 1.20 1.2% 31% False False 64,396
40 103.66 97.32 6.34 6.4% 1.11 1.1% 28% False False 59,353
60 103.66 93.98 9.68 9.8% 1.05 1.1% 53% False False 53,127
80 103.66 93.05 10.61 10.7% 1.04 1.1% 57% False False 50,044
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.19
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 104.80
2.618 102.99
1.618 101.88
1.000 101.19
0.618 100.77
HIGH 100.08
0.618 99.66
0.500 99.53
0.382 99.39
LOW 98.97
0.618 98.28
1.000 97.86
1.618 97.17
2.618 96.06
4.250 94.25
Fisher Pivots for day following 24-Jul-2014
Pivot 1 day 3 day
R1 99.53 99.61
PP 99.39 99.44
S1 99.26 99.28

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

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