NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 99.42 97.74 -1.68 -1.7% 100.52
High 99.45 98.58 -0.87 -0.9% 100.55
Low 97.53 97.59 0.06 0.1% 97.53
Close 97.90 98.43 0.53 0.5% 97.90
Range 1.92 0.99 -0.93 -48.4% 3.02
ATR 0.99 0.99 0.00 0.0% 0.00
Volume 9,215 11,737 2,522 27.4% 38,502
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 101.17 100.79 98.97
R3 100.18 99.80 98.70
R2 99.19 99.19 98.61
R1 98.81 98.81 98.52 99.00
PP 98.20 98.20 98.20 98.30
S1 97.82 97.82 98.34 98.01
S2 97.21 97.21 98.25
S3 96.22 96.83 98.16
S4 95.23 95.84 97.89
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 107.72 105.83 99.56
R3 104.70 102.81 98.73
R2 101.68 101.68 98.45
R1 99.79 99.79 98.18 99.23
PP 98.66 98.66 98.66 98.38
S1 96.77 96.77 97.62 96.21
S2 95.64 95.64 97.35
S3 92.62 93.75 97.07
S4 89.60 90.73 96.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.38 97.53 2.85 2.9% 1.24 1.3% 32% False False 8,661
10 101.87 97.53 4.34 4.4% 1.02 1.0% 21% False False 7,818
20 102.53 97.53 5.00 5.1% 0.93 0.9% 18% False False 8,144
40 102.53 96.06 6.47 6.6% 0.82 0.8% 37% False False 7,315
60 102.53 93.32 9.21 9.4% 0.77 0.8% 55% False False 6,085
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.79
2.618 101.17
1.618 100.18
1.000 99.57
0.618 99.19
HIGH 98.58
0.618 98.20
0.500 98.09
0.382 97.97
LOW 97.59
0.618 96.98
1.000 96.60
1.618 95.99
2.618 95.00
4.250 93.38
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 98.32 98.61
PP 98.20 98.55
S1 98.09 98.49

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

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