NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 100.09 98.19 -1.90 -1.9% 101.24
High 100.18 99.07 -1.11 -1.1% 101.30
Low 98.01 98.00 -0.01 0.0% 98.01
Close 98.42 98.90 0.48 0.5% 98.42
Range 2.17 1.07 -1.10 -50.7% 3.29
ATR 1.15 1.14 -0.01 -0.5% 0.00
Volume 74,264 69,473 -4,791 -6.5% 289,136
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 101.87 101.45 99.49
R3 100.80 100.38 99.19
R2 99.73 99.73 99.10
R1 99.31 99.31 99.00 99.52
PP 98.66 98.66 98.66 98.76
S1 98.24 98.24 98.80 98.45
S2 97.59 97.59 98.70
S3 96.52 97.17 98.61
S4 95.45 96.10 98.31
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
5 101.15 98.00 3.15 3.2% 1.40 1.4% 29% False True 63,536
10 102.71 98.00 4.71 4.8% 1.15 1.2% 19% False True 55,527
20 103.66 98.00 5.66 5.7% 1.09 1.1% 16% False True 58,539
40 103.66 96.62 7.04 7.1% 1.01 1.0% 32% False False 52,673
60 103.66 93.98 9.68 9.8% 1.01 1.0% 51% False False 48,656
80 103.66 92.30 11.36 11.5% 1.01 1.0% 58% False False 45,479
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.21
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.62
2.618 101.87
1.618 100.80
1.000 100.14
0.618 99.73
HIGH 99.07
0.618 98.66
0.500 98.54
0.382 98.41
LOW 98.00
0.618 97.34
1.000 96.93
1.618 96.27
2.618 95.20
4.250 93.45
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 98.78 99.18
PP 98.66 99.08
S1 98.54 98.99

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

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