NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 101.95 102.86 0.91 0.9% 103.75
High 103.00 102.92 -0.08 -0.1% 104.20
Low 101.55 100.44 -1.11 -1.1% 100.44
Close 102.93 100.83 -2.10 -2.0% 100.83
Range 1.45 2.48 1.03 71.0% 3.76
ATR 1.27 1.36 0.09 6.8% 0.00
Volume 238,076 272,550 34,474 14.5% 1,200,241
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 108.84 107.31 102.19
R3 106.36 104.83 101.51
R2 103.88 103.88 101.28
R1 102.35 102.35 101.06 101.88
PP 101.40 101.40 101.40 101.16
S1 99.87 99.87 100.60 99.40
S2 98.92 98.92 100.38
S3 96.44 97.39 100.15
S4 93.96 94.91 99.47
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 113.10 110.73 102.90
R3 109.34 106.97 101.86
R2 105.58 105.58 101.52
R1 103.21 103.21 101.17 102.52
PP 101.82 101.82 101.82 101.48
S1 99.45 99.45 100.49 98.76
S2 98.06 98.06 100.14
S3 94.30 95.69 99.80
S4 90.54 91.93 98.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.20 100.44 3.76 3.7% 1.55 1.5% 10% False True 240,048
10 106.19 100.44 5.75 5.7% 1.33 1.3% 7% False True 217,624
20 107.50 100.44 7.06 7.0% 1.33 1.3% 6% False True 211,039
40 107.50 100.04 7.46 7.4% 1.22 1.2% 11% False False 142,813
60 107.50 97.30 10.20 10.1% 1.19 1.2% 35% False False 106,796
80 107.50 95.50 12.00 11.9% 1.18 1.2% 44% False False 84,995
100 107.50 95.06 12.44 12.3% 1.17 1.2% 46% False False 71,233
120 107.50 91.27 16.23 16.1% 1.14 1.1% 59% False False 60,539
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 0.27
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 113.46
2.618 109.41
1.618 106.93
1.000 105.40
0.618 104.45
HIGH 102.92
0.618 101.97
0.500 101.68
0.382 101.39
LOW 100.44
0.618 98.91
1.000 97.96
1.618 96.43
2.618 93.95
4.250 89.90
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 101.68 102.02
PP 101.40 101.62
S1 101.11 101.23

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

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