NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 100.42 99.16 -1.26 -1.3% 102.37
High 100.54 100.35 -0.19 -0.2% 102.71
Low 99.18 99.01 -0.17 -0.2% 100.84
Close 99.60 100.30 0.70 0.7% 101.21
Range 1.36 1.34 -0.02 -1.5% 1.87
ATR 1.04 1.06 0.02 2.1% 0.00
Volume 64,801 60,412 -4,389 -6.8% 196,661
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 103.91 103.44 101.04
R3 102.57 102.10 100.67
R2 101.23 101.23 100.55
R1 100.76 100.76 100.42 101.00
PP 99.89 99.89 99.89 100.00
S1 99.42 99.42 100.18 99.66
S2 98.55 98.55 100.05
S3 97.21 98.08 99.93
S4 95.87 96.74 99.56
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 107.20 106.07 102.24
R3 105.33 104.20 101.72
R2 103.46 103.46 101.55
R1 102.33 102.33 101.38 101.96
PP 101.59 101.59 101.59 101.40
S1 100.46 100.46 101.04 100.09
S2 99.72 99.72 100.87
S3 97.85 98.59 100.70
S4 95.98 96.72 100.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.34 99.01 2.33 2.3% 1.02 1.0% 55% False True 54,082
10 103.07 99.01 4.06 4.0% 1.04 1.0% 32% False True 53,803
20 103.66 99.01 4.65 4.6% 1.10 1.1% 28% False True 58,764
40 103.66 96.41 7.25 7.2% 0.97 1.0% 54% False False 51,480
60 103.66 93.98 9.68 9.7% 0.99 1.0% 65% False False 47,553
80 103.66 92.25 11.41 11.4% 0.99 1.0% 71% False False 44,595
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 True
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.05
2.618 103.86
1.618 102.52
1.000 101.69
0.618 101.18
HIGH 100.35
0.618 99.84
0.500 99.68
0.382 99.52
LOW 99.01
0.618 98.18
1.000 97.67
1.618 96.84
2.618 95.50
4.250 93.32
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 100.09 100.23
PP 99.89 100.15
S1 99.68 100.08

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

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