NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 102.01 100.62 -1.39 -1.4% 104.07
High 102.09 101.76 -0.33 -0.3% 104.46
Low 100.62 100.37 -0.25 -0.2% 102.37
Close 101.04 101.70 0.66 0.7% 102.74
Range 1.47 1.39 -0.08 -5.4% 2.09
ATR 1.10 1.12 0.02 1.9% 0.00
Volume 48,894 50,121 1,227 2.5% 144,397
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.45 104.96 102.46
R3 104.06 103.57 102.08
R2 102.67 102.67 101.95
R1 102.18 102.18 101.83 102.43
PP 101.28 101.28 101.28 101.40
S1 100.79 100.79 101.57 101.04
S2 99.89 99.89 101.45
S3 98.50 99.40 101.32
S4 97.11 98.01 100.94
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 109.46 108.19 103.89
R3 107.37 106.10 103.31
R2 105.28 105.28 103.12
R1 104.01 104.01 102.93 103.60
PP 103.19 103.19 103.19 102.99
S1 101.92 101.92 102.55 101.51
S2 101.10 101.10 102.36
S3 99.01 99.83 102.17
S4 96.92 97.74 101.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.86 100.37 2.49 2.4% 1.07 1.1% 53% False True 41,932
10 104.93 100.37 4.56 4.5% 1.11 1.1% 29% False True 38,309
20 105.55 100.37 5.18 5.1% 1.16 1.1% 26% False True 37,636
40 105.55 98.17 7.38 7.3% 1.01 1.0% 48% False False 29,141
60 105.55 95.59 9.96 9.8% 0.99 1.0% 61% False False 23,521
80 105.55 93.74 11.81 11.6% 0.98 1.0% 67% False False 19,549
100 105.55 93.72 11.83 11.6% 0.95 0.9% 67% False False 16,894
120 105.55 89.94 15.61 15.3% 0.90 0.9% 75% False False 14,574
Crabel Price Patterns
NR True
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.67
2.618 105.40
1.618 104.01
1.000 103.15
0.618 102.62
HIGH 101.76
0.618 101.23
0.500 101.07
0.382 100.90
LOW 100.37
0.618 99.51
1.000 98.98
1.618 98.12
2.618 96.73
4.250 94.46
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 101.49 101.67
PP 101.28 101.63
S1 101.07 101.60

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

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