NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary
Previous Current
29-Jul-2014 30-Jul-2014 Change Change % Previous Week
Open 98.57 98.24 -0.33 -0.3% 98.90
High 98.92 98.67 -0.25 -0.3% 100.35
Low 97.75 96.88 -0.87 -0.9% 98.34
Close 98.24 97.56 -0.68 -0.7% 99.37
Range 1.17 1.79 0.62 53.0% 2.01
ATR 1.20 1.25 0.04 3.5% 0.00
Volume 44,503 63,412 18,909 42.5% 297,309
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 103.07 102.11 98.54
R3 101.28 100.32 98.05
R2 99.49 99.49 97.89
R1 98.53 98.53 97.72 98.12
PP 97.70 97.70 97.70 97.50
S1 96.74 96.74 97.40 96.33
S2 95.91 95.91 97.23
S3 94.12 94.95 97.07
S4 92.33 93.16 96.58
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.38 104.39 100.48
R3 103.37 102.38 99.92
R2 101.36 101.36 99.74
R1 100.37 100.37 99.55 100.87
PP 99.35 99.35 99.35 99.60
S1 98.36 98.36 99.19 98.86
S2 97.34 97.34 99.00
S3 95.33 96.35 98.82
S4 93.32 94.34 98.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.08 96.88 3.20 3.3% 1.30 1.3% 21% False True 58,701
10 100.35 96.88 3.47 3.6% 1.31 1.3% 20% False True 67,774
20 102.34 96.88 5.46 5.6% 1.27 1.3% 12% False True 64,818
40 103.66 96.88 6.78 6.9% 1.16 1.2% 10% False True 61,327
60 103.66 94.20 9.46 9.7% 1.07 1.1% 36% False False 53,984
80 103.66 93.98 9.68 9.9% 1.05 1.1% 37% False False 51,207
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 0.26
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 106.28
2.618 103.36
1.618 101.57
1.000 100.46
0.618 99.78
HIGH 98.67
0.618 97.99
0.500 97.78
0.382 97.56
LOW 96.88
0.618 95.77
1.000 95.09
1.618 93.98
2.618 92.19
4.250 89.27
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 97.78 98.12
PP 97.70 97.93
S1 97.63 97.75

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

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