NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 98.24 96.85 -1.39 -1.4% 98.90
High 98.67 97.34 -1.33 -1.3% 100.35
Low 96.88 95.58 -1.30 -1.3% 98.34
Close 97.56 96.21 -1.35 -1.4% 99.37
Range 1.79 1.76 -0.03 -1.7% 2.01
ATR 1.25 1.30 0.05 4.2% 0.00
Volume 63,412 58,321 -5,091 -8.0% 297,309
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 101.66 100.69 97.18
R3 99.90 98.93 96.69
R2 98.14 98.14 96.53
R1 97.17 97.17 96.37 96.78
PP 96.38 96.38 96.38 96.18
S1 95.41 95.41 96.05 95.02
S2 94.62 94.62 95.89
S3 92.86 93.65 95.73
S4 91.10 91.89 95.24
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 99.51 95.58 3.93 4.1% 1.43 1.5% 16% False True 55,792
10 100.35 95.58 4.77 5.0% 1.33 1.4% 13% False True 67,151
20 101.34 95.58 5.76 6.0% 1.29 1.3% 11% False True 64,963
40 103.66 95.58 8.08 8.4% 1.18 1.2% 8% False True 61,843
60 103.66 94.31 9.35 9.7% 1.08 1.1% 20% False False 54,539
80 103.66 93.98 9.68 10.1% 1.06 1.1% 23% False False 51,418
Crabel Price Patterns
NR True
NR4 False
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.82
2.618 101.95
1.618 100.19
1.000 99.10
0.618 98.43
HIGH 97.34
0.618 96.67
0.500 96.46
0.382 96.25
LOW 95.58
0.618 94.49
1.000 93.82
1.618 92.73
2.618 90.97
4.250 88.10
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 96.46 97.25
PP 96.38 96.90
S1 96.29 96.56

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

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