NYMEX Light Sweet Crude Oil Future October 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 100.84 101.73 0.89 0.9% 99.48
High 101.82 101.80 -0.02 0.0% 101.92
Low 100.61 100.55 -0.06 -0.1% 98.23
Close 101.65 100.72 -0.93 -0.9% 100.94
Range 1.21 1.25 0.04 3.3% 3.69
ATR 1.30 1.30 0.00 -0.3% 0.00
Volume 73,406 121,318 47,912 65.3% 361,238
Daily Pivots for day following 24-Jul-2014
Classic Woodie Camarilla DeMark
R4 104.77 104.00 101.41
R3 103.52 102.75 101.06
R2 102.27 102.27 100.95
R1 101.50 101.50 100.83 101.26
PP 101.02 101.02 101.02 100.91
S1 100.25 100.25 100.61 100.01
S2 99.77 99.77 100.49
S3 98.52 99.00 100.38
S4 97.27 97.75 100.03
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 111.43 109.88 102.97
R3 107.74 106.19 101.95
R2 104.05 104.05 101.62
R1 102.50 102.50 101.28 103.28
PP 100.36 100.36 100.36 100.75
S1 98.81 98.81 100.60 99.59
S2 96.67 96.67 100.26
S3 92.98 95.12 99.93
S4 89.29 91.43 98.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.20 100.52 1.68 1.7% 1.29 1.3% 12% False False 92,789
10 102.20 98.23 3.97 3.9% 1.49 1.5% 63% False False 76,006
20 104.93 98.23 6.70 6.7% 1.30 1.3% 37% False False 57,157
40 105.55 98.23 7.32 7.3% 1.18 1.2% 34% False False 43,466
60 105.55 95.59 9.96 9.9% 1.08 1.1% 52% False False 34,350
80 105.55 94.61 10.94 10.9% 1.06 1.0% 56% False False 28,209
100 105.55 93.72 11.83 11.7% 1.02 1.0% 59% False False 24,003
120 105.55 90.54 15.01 14.9% 0.98 1.0% 68% False False 20,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.11
2.618 105.07
1.618 103.82
1.000 103.05
0.618 102.57
HIGH 101.80
0.618 101.32
0.500 101.18
0.382 101.03
LOW 100.55
0.618 99.78
1.000 99.30
1.618 98.53
2.618 97.28
4.250 95.24
Fisher Pivots for day following 24-Jul-2014
Pivot 1 day 3 day
R1 101.18 101.38
PP 101.02 101.16
S1 100.87 100.94

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

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