NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 99.79 98.37 -1.42 -1.4% 100.85
High 100.30 98.70 -1.60 -1.6% 102.20
Low 98.23 96.75 -1.48 -1.5% 99.83
Close 99.04 97.32 -1.72 -1.7% 100.87
Range 2.07 1.95 -0.12 -5.8% 2.37
ATR 1.35 1.42 0.07 5.0% 0.00
Volume 91,483 81,761 -9,722 -10.6% 416,518
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 103.44 102.33 98.39
R3 101.49 100.38 97.86
R2 99.54 99.54 97.68
R1 98.43 98.43 97.50 98.01
PP 97.59 97.59 97.59 97.38
S1 96.48 96.48 97.14 96.06
S2 95.64 95.64 96.96
S3 93.69 94.53 96.78
S4 91.74 92.58 96.25
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 108.08 106.84 102.17
R3 105.71 104.47 101.52
R2 103.34 103.34 101.30
R1 102.10 102.10 101.09 102.72
PP 100.97 100.97 100.97 101.28
S1 99.73 99.73 100.65 100.35
S2 98.60 98.60 100.44
S3 96.23 97.36 100.22
S4 93.86 94.99 99.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.18 96.75 4.43 4.6% 1.58 1.6% 13% False True 78,400
10 102.20 96.75 5.45 5.6% 1.44 1.5% 10% False True 85,595
20 102.86 96.75 6.11 6.3% 1.41 1.4% 9% False True 68,086
40 105.55 96.75 8.80 9.0% 1.27 1.3% 6% False True 51,078
60 105.55 96.10 9.45 9.7% 1.14 1.2% 13% False False 39,891
80 105.55 95.59 9.96 10.2% 1.09 1.1% 17% False False 32,665
100 105.55 93.72 11.83 12.2% 1.05 1.1% 30% False False 27,488
120 105.55 93.72 11.83 12.2% 1.01 1.0% 30% False False 23,821
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.99
2.618 103.81
1.618 101.86
1.000 100.65
0.618 99.91
HIGH 98.70
0.618 97.96
0.500 97.73
0.382 97.49
LOW 96.75
0.618 95.54
1.000 94.80
1.618 93.59
2.618 91.64
4.250 88.46
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 97.73 98.62
PP 97.59 98.18
S1 97.46 97.75

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

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