NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 99.26 100.92 1.66 1.7% 98.83
High 100.88 100.93 0.05 0.0% 100.93
Low 99.04 99.65 0.61 0.6% 97.79
Close 100.29 99.97 -0.32 -0.3% 99.97
Range 1.84 1.28 -0.56 -30.4% 3.14
ATR 1.20 1.21 0.01 0.5% 0.00
Volume 28,093 76,564 48,471 172.5% 210,659
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 104.02 103.28 100.67
R3 102.74 102.00 100.32
R2 101.46 101.46 100.20
R1 100.72 100.72 100.09 100.45
PP 100.18 100.18 100.18 100.05
S1 99.44 99.44 99.85 99.17
S2 98.90 98.90 99.74
S3 97.62 98.16 99.62
S4 96.34 96.88 99.27
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 108.98 107.62 101.70
R3 105.84 104.48 100.83
R2 102.70 102.70 100.55
R1 101.34 101.34 100.26 102.02
PP 99.56 99.56 99.56 99.91
S1 98.20 98.20 99.68 98.88
S2 96.42 96.42 99.39
S3 93.28 95.06 99.11
S4 90.14 91.92 98.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.93 97.79 3.14 3.1% 1.37 1.4% 69% True False 42,131
10 102.04 97.79 4.25 4.3% 1.36 1.4% 51% False False 33,548
20 104.44 97.79 6.65 6.7% 1.18 1.2% 33% False False 27,083
40 104.44 97.79 6.65 6.7% 1.04 1.0% 33% False False 21,935
60 104.44 94.76 9.68 9.7% 0.97 1.0% 54% False False 17,521
80 104.44 93.88 10.56 10.6% 0.92 0.9% 58% False False 14,588
100 104.44 93.00 11.44 11.4% 0.87 0.9% 61% False False 12,672
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 True
Stretch 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.37
2.618 104.28
1.618 103.00
1.000 102.21
0.618 101.72
HIGH 100.93
0.618 100.44
0.500 100.29
0.382 100.14
LOW 99.65
0.618 98.86
1.000 98.37
1.618 97.58
2.618 96.30
4.250 94.21
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 100.29 99.89
PP 100.18 99.81
S1 100.08 99.73

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

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