NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 102.77 101.96 -0.81 -0.8% 100.05
High 103.45 103.34 -0.11 -0.1% 102.98
Low 101.90 101.79 -0.11 -0.1% 98.68
Close 102.39 103.12 0.73 0.7% 101.95
Range 1.55 1.55 0.00 0.0% 4.30
ATR 1.39 1.40 0.01 0.8% 0.00
Volume 252,395 260,652 8,257 3.3% 991,432
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 107.40 106.81 103.97
R3 105.85 105.26 103.55
R2 104.30 104.30 103.40
R1 103.71 103.71 103.26 104.01
PP 102.75 102.75 102.75 102.90
S1 102.16 102.16 102.98 102.46
S2 101.20 101.20 102.84
S3 99.65 100.61 102.69
S4 98.10 99.06 102.27
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 114.10 112.33 104.32
R3 109.80 108.03 103.13
R2 105.50 105.50 102.74
R1 103.73 103.73 102.34 104.62
PP 101.20 101.20 101.20 101.65
S1 99.43 99.43 101.56 100.32
S2 96.90 96.90 101.16
S3 92.60 95.13 100.77
S4 88.30 90.83 99.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.45 100.61 2.84 2.8% 1.64 1.6% 88% False False 260,065
10 103.45 98.68 4.77 4.6% 1.65 1.6% 93% False False 206,388
20 105.99 98.68 7.31 7.1% 1.37 1.3% 61% False False 144,800
40 106.64 98.68 7.96 7.7% 1.27 1.2% 56% False False 101,857
60 106.64 96.43 10.21 9.9% 1.17 1.1% 66% False False 78,988
80 106.64 95.51 11.13 10.8% 1.15 1.1% 68% False False 65,911
100 106.64 94.34 12.30 11.9% 1.14 1.1% 71% False False 56,795
120 106.64 91.15 15.49 15.0% 1.12 1.1% 77% False False 49,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.26
Fibonacci Retracements and Extensions
4.250 109.93
2.618 107.40
1.618 105.85
1.000 104.89
0.618 104.30
HIGH 103.34
0.618 102.75
0.500 102.57
0.382 102.38
LOW 101.79
0.618 100.83
1.000 100.24
1.618 99.28
2.618 97.73
4.250 95.20
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 102.94 102.90
PP 102.75 102.68
S1 102.57 102.47

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

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