NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 15-Jul-2014
Day Change Summary
Previous Current
14-Jul-2014 15-Jul-2014 Change Change % Previous Week
Open 98.19 98.79 0.60 0.6% 101.24
High 99.07 98.95 -0.12 -0.1% 101.30
Low 98.00 97.32 -0.68 -0.7% 98.01
Close 98.90 97.93 -0.97 -1.0% 98.42
Range 1.07 1.63 0.56 52.3% 3.29
ATR 1.14 1.18 0.03 3.1% 0.00
Volume 69,473 61,939 -7,534 -10.8% 289,136
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 102.96 102.07 98.83
R3 101.33 100.44 98.38
R2 99.70 99.70 98.23
R1 98.81 98.81 98.08 98.44
PP 98.07 98.07 98.07 97.88
S1 97.18 97.18 97.78 96.81
S2 96.44 96.44 97.63
S3 94.81 95.55 97.48
S4 93.18 93.92 97.03
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
5 100.54 97.32 3.22 3.3% 1.51 1.5% 19% False True 66,177
10 102.71 97.32 5.39 5.5% 1.23 1.3% 11% False True 58,508
20 103.66 97.32 6.34 6.5% 1.14 1.2% 10% False True 57,914
40 103.66 96.98 6.68 6.8% 1.04 1.1% 14% False False 53,003
60 103.66 93.98 9.68 9.9% 1.02 1.0% 41% False False 48,685
80 103.66 92.49 11.17 11.4% 1.02 1.0% 49% False False 45,844
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.88
2.618 103.22
1.618 101.59
1.000 100.58
0.618 99.96
HIGH 98.95
0.618 98.33
0.500 98.14
0.382 97.94
LOW 97.32
0.618 96.31
1.000 95.69
1.618 94.68
2.618 93.05
4.250 90.39
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 98.14 98.75
PP 98.07 98.48
S1 98.00 98.20

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

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