NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 16-Jul-2014
Day Change Summary
Previous Current
15-Jul-2014 16-Jul-2014 Change Change % Previous Week
Open 98.79 97.96 -0.83 -0.8% 101.24
High 98.95 98.91 -0.04 0.0% 101.30
Low 97.32 97.90 0.58 0.6% 98.01
Close 97.93 98.55 0.62 0.6% 98.42
Range 1.63 1.01 -0.62 -38.0% 3.29
ATR 1.18 1.16 -0.01 -1.0% 0.00
Volume 61,939 87,124 25,185 40.7% 289,136
Daily Pivots for day following 16-Jul-2014
Classic Woodie Camarilla DeMark
R4 101.48 101.03 99.11
R3 100.47 100.02 98.83
R2 99.46 99.46 98.74
R1 99.01 99.01 98.64 99.24
PP 98.45 98.45 98.45 98.57
S1 98.00 98.00 98.46 98.23
S2 97.44 97.44 98.36
S3 96.43 96.99 98.27
S4 95.42 95.98 97.99
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
5 100.35 97.32 3.03 3.1% 1.44 1.5% 41% False False 70,642
10 102.34 97.32 5.02 5.1% 1.22 1.2% 25% False False 61,861
20 103.66 97.32 6.34 6.4% 1.13 1.2% 19% False False 59,211
40 103.66 97.04 6.62 6.7% 1.05 1.1% 23% False False 54,457
60 103.66 93.98 9.68 9.8% 1.03 1.0% 47% False False 49,542
80 103.66 93.05 10.61 10.8% 1.01 1.0% 52% False False 46,504
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 103.20
2.618 101.55
1.618 100.54
1.000 99.92
0.618 99.53
HIGH 98.91
0.618 98.52
0.500 98.41
0.382 98.29
LOW 97.90
0.618 97.28
1.000 96.89
1.618 96.27
2.618 95.26
4.250 93.61
Fisher Pivots for day following 16-Jul-2014
Pivot 1 day 3 day
R1 98.50 98.43
PP 98.45 98.31
S1 98.41 98.20

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

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