NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 99.90 100.00 0.10 0.1% 99.69
High 100.27 100.08 -0.19 -0.2% 101.22
Low 99.04 98.84 -0.20 -0.2% 99.04
Close 100.07 99.43 -0.64 -0.6% 100.07
Range 1.23 1.24 0.01 0.8% 2.18
ATR 1.22 1.22 0.00 0.1% 0.00
Volume 36,893 39,511 2,618 7.1% 206,417
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 103.17 102.54 100.11
R3 101.93 101.30 99.77
R2 100.69 100.69 99.66
R1 100.06 100.06 99.54 99.76
PP 99.45 99.45 99.45 99.30
S1 98.82 98.82 99.32 98.52
S2 98.21 98.21 99.20
S3 96.97 97.58 99.09
S4 95.73 96.34 98.75
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 106.65 105.54 101.27
R3 104.47 103.36 100.67
R2 102.29 102.29 100.47
R1 101.18 101.18 100.27 101.74
PP 100.11 100.11 100.11 100.39
S1 99.00 99.00 99.87 99.56
S2 97.93 97.93 99.67
S3 95.75 96.82 99.47
S4 93.57 94.64 98.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.22 98.84 2.38 2.4% 1.24 1.2% 25% False True 42,962
10 101.22 97.79 3.43 3.4% 1.33 1.3% 48% False False 42,049
20 103.54 97.79 5.75 5.8% 1.24 1.2% 29% False False 33,305
40 104.44 97.79 6.65 6.7% 1.11 1.1% 25% False False 26,531
60 104.44 94.91 9.53 9.6% 1.01 1.0% 47% False False 20,831
80 104.44 94.12 10.32 10.4% 0.97 1.0% 51% False False 17,320
100 104.44 93.00 11.44 11.5% 0.90 0.9% 56% False False 14,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.17
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.35
2.618 103.33
1.618 102.09
1.000 101.32
0.618 100.85
HIGH 100.08
0.618 99.61
0.500 99.46
0.382 99.31
LOW 98.84
0.618 98.07
1.000 97.60
1.618 96.83
2.618 95.59
4.250 93.57
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 99.46 99.89
PP 99.45 99.73
S1 99.44 99.58

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

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