NYMEX Light Sweet Crude Oil Future September 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 101.41 102.36 0.95 0.9% 103.30
High 102.47 102.36 -0.11 -0.1% 103.63
Low 101.02 99.91 -1.11 -1.1% 99.91
Close 102.40 100.30 -2.10 -2.1% 100.30
Range 1.45 2.45 1.00 69.0% 3.72
ATR 1.16 1.25 0.10 8.2% 0.00
Volume 124,029 122,745 -1,284 -1.0% 561,549
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 108.21 106.70 101.65
R3 105.76 104.25 100.97
R2 103.31 103.31 100.75
R1 101.80 101.80 100.52 101.33
PP 100.86 100.86 100.86 100.62
S1 99.35 99.35 100.08 98.88
S2 98.41 98.41 99.85
S3 95.96 96.90 99.63
S4 93.51 94.45 98.95
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 112.44 110.09 102.35
R3 108.72 106.37 101.32
R2 105.00 105.00 100.98
R1 102.65 102.65 100.64 101.97
PP 101.28 101.28 101.28 100.94
S1 98.93 98.93 99.96 98.25
S2 97.56 97.56 99.62
S3 93.84 95.21 99.28
S4 90.12 91.49 98.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.63 99.91 3.72 3.7% 1.51 1.5% 10% False True 112,309
10 105.40 99.91 5.49 5.5% 1.23 1.2% 7% False True 92,997
20 106.64 99.91 6.73 6.7% 1.21 1.2% 6% False True 81,806
40 106.64 99.36 7.28 7.3% 1.14 1.1% 13% False False 64,239
60 106.64 96.43 10.21 10.2% 1.10 1.1% 38% False False 52,553
80 106.64 94.60 12.04 12.0% 1.10 1.1% 47% False False 44,996
100 106.64 94.34 12.30 12.3% 1.10 1.1% 48% False False 39,676
120 106.64 91.15 15.49 15.4% 1.07 1.1% 59% False False 35,071
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 0.21
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 112.77
2.618 108.77
1.618 106.32
1.000 104.81
0.618 103.87
HIGH 102.36
0.618 101.42
0.500 101.14
0.382 100.85
LOW 99.91
0.618 98.40
1.000 97.46
1.618 95.95
2.618 93.50
4.250 89.50
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 101.14 101.41
PP 100.86 101.04
S1 100.58 100.67

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

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