NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 99.16 100.09 0.93 0.9% 101.24
High 100.35 100.18 -0.17 -0.2% 101.30
Low 99.01 98.01 -1.00 -1.0% 98.01
Close 100.30 98.42 -1.88 -1.9% 98.42
Range 1.34 2.17 0.83 61.9% 3.29
ATR 1.06 1.15 0.09 8.3% 0.00
Volume 60,412 74,264 13,852 22.9% 289,136
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.38 104.07 99.61
R3 103.21 101.90 99.02
R2 101.04 101.04 98.82
R1 99.73 99.73 98.62 99.30
PP 98.87 98.87 98.87 98.66
S1 97.56 97.56 98.22 97.13
S2 96.70 96.70 98.02
S3 94.53 95.39 97.82
S4 92.36 93.22 97.23
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 109.11 107.06 100.23
R3 105.82 103.77 99.32
R2 102.53 102.53 99.02
R1 100.48 100.48 98.72 99.86
PP 99.24 99.24 99.24 98.94
S1 97.19 97.19 98.12 96.57
S2 95.95 95.95 97.82
S3 92.66 93.90 97.52
S4 89.37 90.61 96.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.30 98.01 3.29 3.3% 1.35 1.4% 12% False True 57,827
10 102.72 98.01 4.71 4.8% 1.11 1.1% 9% False True 53,213
20 103.66 98.01 5.65 5.7% 1.10 1.1% 7% False True 60,173
40 103.66 96.41 7.25 7.4% 1.00 1.0% 28% False False 52,349
60 103.66 93.98 9.68 9.8% 1.01 1.0% 46% False False 48,080
80 103.66 92.25 11.41 11.6% 1.01 1.0% 54% False False 45,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 109.40
2.618 105.86
1.618 103.69
1.000 102.35
0.618 101.52
HIGH 100.18
0.618 99.35
0.500 99.10
0.382 98.84
LOW 98.01
0.618 96.67
1.000 95.84
1.618 94.50
2.618 92.33
4.250 88.79
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 99.10 99.28
PP 98.87 98.99
S1 98.65 98.71

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

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