NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 15-Jul-2014

Day Change Summary
	Previous	Current
	14-Jul-2014	15-Jul-2014	Change	Change %	Previous Week
Open	97.74	98.34	0.60	0.6%	100.52
High	98.58	98.40	-0.18	-0.2%	100.55
Low	97.59	97.00	-0.59	-0.6%	97.53
Close	98.43	97.46	-0.97	-1.0%	97.90
Range	0.99	1.40	0.41	41.4%	3.02
ATR	0.99	1.02	0.03	3.1%	0.00
Volume	11,737	12,752	1,015	8.6%	38,502

Daily Pivots for day following 15-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.82	101.04	98.23
R3	100.42	99.64	97.85
R2	99.02	99.02	97.72
R1	98.24	98.24	97.59	97.93
PP	97.62	97.62	97.62	97.47
S1	96.84	96.84	97.33	96.53
S2	96.22	96.22	97.20
S3	94.82	95.44	97.08
S4	93.42	94.04	96.69

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	99.83	97.00	2.83	2.9%	1.34	1.4%	16%	False	True	9,989
10	101.87	97.00	4.87	5.0%	1.09	1.1%	9%	False	True	8,511
20	102.53	97.00	5.53	5.7%	0.98	1.0%	8%	False	True	8,242
40	102.53	96.32	6.21	6.4%	0.85	0.9%	18%	False	False	7,512
60	102.53	93.32	9.21	9.5%	0.78	0.8%	45%	False	False	6,225

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.35
2.618	102.07
1.618	100.67
1.000	99.80
0.618	99.27
HIGH	98.40
0.618	97.87
0.500	97.70
0.382	97.53
LOW	97.00
0.618	96.13
1.000	95.60
1.618	94.73
2.618	93.33
4.250	91.05

Fisher Pivots for day following 15-Jul-2014
Pivot	1 day	3 day
R1	97.70	98.23
PP	97.62	97.97
S1	97.54	97.72

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols