NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 100.75 99.93 -0.82 -0.8% 98.83
High 101.22 100.84 -0.38 -0.4% 100.93
Low 99.88 99.70 -0.18 -0.2% 97.79
Close 100.30 100.73 0.43 0.4% 99.97
Range 1.34 1.14 -0.20 -14.9% 3.14
ATR 1.22 1.22 -0.01 -0.5% 0.00
Volume 42,005 34,258 -7,747 -18.4% 210,659
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 103.84 103.43 101.36
R3 102.70 102.29 101.04
R2 101.56 101.56 100.94
R1 101.15 101.15 100.83 101.36
PP 100.42 100.42 100.42 100.53
S1 100.01 100.01 100.63 100.22
S2 99.28 99.28 100.52
S3 98.14 98.87 100.42
S4 97.00 97.73 100.10
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
5 101.22 99.04 2.18 2.2% 1.37 1.4% 78% False False 42,407
10 101.22 97.79 3.43 3.4% 1.41 1.4% 86% False False 37,856
20 104.44 97.79 6.65 6.6% 1.22 1.2% 44% False False 29,330
40 104.44 97.79 6.65 6.6% 1.09 1.1% 44% False False 23,712
60 104.44 94.76 9.68 9.6% 1.00 1.0% 62% False False 18,905
80 104.44 93.88 10.56 10.5% 0.95 0.9% 65% False False 15,778
100 104.44 93.00 11.44 11.4% 0.89 0.9% 68% False False 13,641
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.69
2.618 103.82
1.618 102.68
1.000 101.98
0.618 101.54
HIGH 100.84
0.618 100.40
0.500 100.27
0.382 100.14
LOW 99.70
0.618 99.00
1.000 98.56
1.618 97.86
2.618 96.72
4.250 94.86
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 100.58 100.63
PP 100.42 100.52
S1 100.27 100.42

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

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