NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 102.04 101.87 -0.17 -0.2% 101.86
High 102.53 102.10 -0.43 -0.4% 103.45
Low 101.00 100.90 -0.10 -0.1% 101.00
Close 102.09 101.67 -0.42 -0.4% 102.09
Range 1.53 1.20 -0.33 -21.6% 2.45
ATR 1.41 1.40 -0.02 -1.1% 0.00
Volume 284,919 197,815 -87,104 -30.6% 1,305,000
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.16 104.61 102.33
R3 103.96 103.41 102.00
R2 102.76 102.76 101.89
R1 102.21 102.21 101.78 101.89
PP 101.56 101.56 101.56 101.39
S1 101.01 101.01 101.56 100.69
S2 100.36 100.36 101.45
S3 99.16 99.81 101.34
S4 97.96 98.61 101.01
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 109.53 108.26 103.44
R3 107.08 105.81 102.76
R2 104.63 104.63 102.54
R1 103.36 103.36 102.31 104.00
PP 102.18 102.18 102.18 102.50
S1 100.91 100.91 101.87 101.55
S2 99.73 99.73 101.64
S3 97.28 98.46 101.42
S4 94.83 96.01 100.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.45 100.90 2.55 2.5% 1.45 1.4% 30% False True 238,037
10 103.45 98.68 4.77 4.7% 1.57 1.5% 63% False False 234,303
20 105.40 98.68 6.72 6.6% 1.40 1.4% 44% False False 169,566
40 106.64 98.68 7.96 7.8% 1.29 1.3% 38% False False 115,937
60 106.64 96.43 10.21 10.0% 1.19 1.2% 51% False False 88,717
80 106.64 96.43 10.21 10.0% 1.15 1.1% 51% False False 73,682
100 106.64 94.34 12.30 12.1% 1.14 1.1% 60% False False 62,816
120 106.64 92.83 13.81 13.6% 1.13 1.1% 64% False False 54,782
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 107.20
2.618 105.24
1.618 104.04
1.000 103.30
0.618 102.84
HIGH 102.10
0.618 101.64
0.500 101.50
0.382 101.36
LOW 100.90
0.618 100.16
1.000 99.70
1.618 98.96
2.618 97.76
4.250 95.80
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 101.61 102.11
PP 101.56 101.96
S1 101.50 101.82

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

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