NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 24-Jul-2014
Day Change Summary
Previous Current
23-Jul-2014 24-Jul-2014 Change Change % Previous Week
Open 101.96 103.20 1.24 1.2% 100.05
High 103.34 103.31 -0.03 0.0% 102.98
Low 101.79 101.88 0.09 0.1% 98.68
Close 103.12 102.07 -1.05 -1.0% 101.95
Range 1.55 1.43 -0.12 -7.7% 4.30
ATR 1.40 1.40 0.00 0.2% 0.00
Volume 260,652 194,404 -66,248 -25.4% 991,432
Daily Pivots for day following 24-Jul-2014
Classic Woodie Camarilla DeMark
R4 106.71 105.82 102.86
R3 105.28 104.39 102.46
R2 103.85 103.85 102.33
R1 102.96 102.96 102.20 102.69
PP 102.42 102.42 102.42 102.29
S1 101.53 101.53 101.94 101.26
S2 100.99 100.99 101.81
S3 99.56 100.10 101.68
S4 98.13 98.67 101.28
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
5 103.45 101.48 1.97 1.9% 1.47 1.4% 30% False False 247,565
10 103.45 98.68 4.77 4.7% 1.64 1.6% 71% False False 213,425
20 105.45 98.68 6.77 6.6% 1.35 1.3% 50% False False 149,847
40 106.64 98.68 7.96 7.8% 1.27 1.2% 43% False False 105,552
60 106.64 96.43 10.21 10.0% 1.17 1.1% 55% False False 81,833
80 106.64 95.51 11.13 10.9% 1.14 1.1% 59% False False 68,163
100 106.64 94.34 12.30 12.1% 1.15 1.1% 63% False False 58,414
120 106.64 91.49 15.15 14.8% 1.12 1.1% 70% False False 50,954
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.39
2.618 107.05
1.618 105.62
1.000 104.74
0.618 104.19
HIGH 103.31
0.618 102.76
0.500 102.60
0.382 102.43
LOW 101.88
0.618 101.00
1.000 100.45
1.618 99.57
2.618 98.14
4.250 95.80
Fisher Pivots for day following 24-Jul-2014
Pivot 1 day 3 day
R1 102.60 102.62
PP 102.42 102.44
S1 102.25 102.25

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

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