NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 17-Jul-2014

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	97.33	97.30	-0.03	0.0%	99.74
High	97.54	98.31	0.77	0.8%	99.76
Low	97.27	97.09	-0.18	-0.2%	97.03
Close	97.38	97.81	0.43	0.4%	97.39
Range	0.27	1.22	0.95	351.9%	2.73
ATR	0.87	0.89	0.03	2.9%	0.00
Volume	5,430	3,705	-1,725	-31.8%	14,262

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.40	100.82	98.48
R3	100.18	99.60	98.15
R2	98.96	98.96	98.03
R1	98.38	98.38	97.92	98.67
PP	97.74	97.74	97.74	97.88
S1	97.16	97.16	97.70	97.45
S2	96.52	96.52	97.59
S3	95.30	95.94	97.47
S4	94.08	94.72	97.14

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.25	104.55	98.89
R3	103.52	101.82	98.14
R2	100.79	100.79	97.89
R1	99.09	99.09	97.64	98.58
PP	98.06	98.06	98.06	97.80
S1	96.36	96.36	97.14	95.85
S2	95.33	95.33	96.89
S3	92.60	93.63	96.64
S4	89.87	90.90	95.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.82	96.51	2.31	2.4%	1.11	1.1%	56%	False	False	4,513
10	99.89	96.51	3.38	3.5%	0.93	1.0%	38%	False	False	3,625
20	101.33	96.51	4.82	4.9%	0.82	0.8%	27%	False	False	3,468
40	101.33	95.73	5.60	5.7%	0.72	0.7%	37%	False	False	2,920

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	103.50
2.618	101.50
1.618	100.28
1.000	99.53
0.618	99.06
HIGH	98.31
0.618	97.84
0.500	97.70
0.382	97.56
LOW	97.09
0.618	96.34
1.000	95.87
1.618	95.12
2.618	93.90
4.250	91.91

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	97.77	97.68
PP	97.74	97.54
S1	97.70	97.41

Download as Excel Spreadsheet

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

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