NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 30-Jul-2014

Day Change Summary
	Previous	Current
	29-Jul-2014	30-Jul-2014	Change	Change %	Previous Week
Open	98.57	98.24	-0.33	-0.3%	98.90
High	98.92	98.67	-0.25	-0.3%	100.35
Low	97.75	96.88	-0.87	-0.9%	98.34
Close	98.24	97.56	-0.68	-0.7%	99.37
Range	1.17	1.79	0.62	53.0%	2.01
ATR	1.20	1.25	0.04	3.5%	0.00
Volume	44,503	63,412	18,909	42.5%	297,309

Daily Pivots for day following 30-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.07	102.11	98.54
R3	101.28	100.32	98.05
R2	99.49	99.49	97.89
R1	98.53	98.53	97.72	98.12
PP	97.70	97.70	97.70	97.50
S1	96.74	96.74	97.40	96.33
S2	95.91	95.91	97.23
S3	94.12	94.95	97.07
S4	92.33	93.16	96.58

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	100.08	96.88	3.20	3.3%	1.30	1.3%	21%	False	True	58,701
10	100.35	96.88	3.47	3.6%	1.31	1.3%	20%	False	True	67,774
20	102.34	96.88	5.46	5.6%	1.27	1.3%	12%	False	True	64,818
40	103.66	96.88	6.78	6.9%	1.16	1.2%	10%	False	True	61,327
60	103.66	94.20	9.46	9.7%	1.07	1.1%	36%	False	False	53,984
80	103.66	93.98	9.68	9.9%	1.05	1.1%	37%	False	False	51,207

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	106.28
2.618	103.36
1.618	101.57
1.000	100.46
0.618	99.78
HIGH	98.67
0.618	97.99
0.500	97.78
0.382	97.56
LOW	96.88
0.618	95.77
1.000	95.09
1.618	93.98
2.618	92.19
4.250	89.27

Fisher Pivots for day following 30-Jul-2014
Pivot	1 day	3 day
R1	97.78	98.12
PP	97.70	97.93
S1	97.63	97.75

Download as Excel Spreadsheet

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

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