NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 99.25 99.21 -0.04 0.0% 98.90
High 99.51 99.36 -0.15 -0.2% 100.35
Low 98.34 98.12 -0.22 -0.2% 98.34
Close 99.37 98.66 -0.71 -0.7% 99.37
Range 1.17 1.24 0.07 6.0% 2.01
ATR 1.20 1.21 0.00 0.3% 0.00
Volume 47,911 64,817 16,906 35.3% 297,309
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 102.43 101.79 99.34
R3 101.19 100.55 99.00
R2 99.95 99.95 98.89
R1 99.31 99.31 98.77 99.01
PP 98.71 98.71 98.71 98.57
S1 98.07 98.07 98.55 97.77
S2 97.47 97.47 98.43
S3 96.23 96.83 98.32
S4 94.99 95.59 97.98
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.38 104.39 100.48
R3 103.37 102.38 99.92
R2 101.36 101.36 99.74
R1 100.37 100.37 99.55 100.87
PP 99.35 99.35 99.35 99.60
S1 98.36 98.36 99.19 98.86
S2 97.34 97.34 99.00
S3 95.33 96.35 98.82
S4 93.32 94.34 98.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.35 98.12 2.23 2.3% 1.21 1.2% 24% False True 58,839
10 100.35 97.32 3.03 3.1% 1.28 1.3% 44% False False 71,889
20 102.71 97.32 5.39 5.5% 1.22 1.2% 25% False False 63,708
40 103.66 97.32 6.34 6.4% 1.13 1.1% 21% False False 60,149
60 103.66 93.98 9.68 9.8% 1.05 1.1% 48% False False 53,463
80 103.66 93.26 10.40 10.5% 1.04 1.1% 52% False False 50,660
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.63
2.618 102.61
1.618 101.37
1.000 100.60
0.618 100.13
HIGH 99.36
0.618 98.89
0.500 98.74
0.382 98.59
LOW 98.12
0.618 97.35
1.000 96.88
1.618 96.11
2.618 94.87
4.250 92.85
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 98.74 99.10
PP 98.71 98.95
S1 98.69 98.81

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

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