NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 16-Jul-2014
Day Change Summary
Previous Current
15-Jul-2014 16-Jul-2014 Change Change % Previous Week
Open 98.34 97.51 -0.83 -0.8% 100.52
High 98.40 98.25 -0.15 -0.2% 100.55
Low 97.00 97.39 0.39 0.4% 97.53
Close 97.46 97.95 0.49 0.5% 97.90
Range 1.40 0.86 -0.54 -38.6% 3.02
ATR 1.02 1.01 -0.01 -1.1% 0.00
Volume 12,752 13,561 809 6.3% 38,502
Daily Pivots for day following 16-Jul-2014
Classic Woodie Camarilla DeMark
R4 100.44 100.06 98.42
R3 99.58 99.20 98.19
R2 98.72 98.72 98.11
R1 98.34 98.34 98.03 98.53
PP 97.86 97.86 97.86 97.96
S1 97.48 97.48 97.87 97.67
S2 97.00 97.00 97.79
S3 96.14 96.62 97.71
S4 95.28 95.76 97.48
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 99.69 97.00 2.69 2.7% 1.26 1.3% 35% False False 10,837
10 101.52 97.00 4.52 4.6% 1.09 1.1% 21% False False 9,227
20 102.53 97.00 5.53 5.6% 0.97 1.0% 17% False False 8,471
40 102.53 96.32 6.21 6.3% 0.86 0.9% 26% False False 7,804
60 102.53 93.32 9.21 9.4% 0.79 0.8% 50% False False 6,420
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.12
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 101.91
2.618 100.50
1.618 99.64
1.000 99.11
0.618 98.78
HIGH 98.25
0.618 97.92
0.500 97.82
0.382 97.72
LOW 97.39
0.618 96.86
1.000 96.53
1.618 96.00
2.618 95.14
4.250 93.74
Fisher Pivots for day following 16-Jul-2014
Pivot 1 day 3 day
R1 97.91 97.90
PP 97.86 97.84
S1 97.82 97.79

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

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