NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 99.74 98.64 -1.10 -1.1% 101.20
High 99.83 99.69 -0.14 -0.1% 101.87
Low 98.58 98.56 -0.02 0.0% 100.16
Close 98.98 99.67 0.69 0.7% 100.50
Range 1.25 1.13 -0.12 -9.6% 1.71
ATR 0.89 0.90 0.02 2.0% 0.00
Volume 9,319 6,924 -2,395 -25.7% 27,943
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 102.70 102.31 100.29
R3 101.57 101.18 99.98
R2 100.44 100.44 99.88
R1 100.05 100.05 99.77 100.25
PP 99.31 99.31 99.31 99.40
S1 98.92 98.92 99.57 99.12
S2 98.18 98.18 99.46
S3 97.05 97.79 99.36
S4 95.92 96.66 99.05
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.97 104.95 101.44
R3 104.26 103.24 100.97
R2 102.55 102.55 100.81
R1 101.53 101.53 100.66 101.19
PP 100.84 100.84 100.84 100.67
S1 99.82 99.82 100.34 99.48
S2 99.13 99.13 100.19
S3 97.42 98.11 100.03
S4 95.71 96.40 99.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.63 98.56 2.07 2.1% 0.90 0.9% 54% False True 7,402
10 102.15 98.56 3.59 3.6% 0.92 0.9% 31% False True 7,933
20 102.53 98.56 3.97 4.0% 0.92 0.9% 28% False True 7,902
40 102.53 95.74 6.79 6.8% 0.77 0.8% 58% False False 7,019
60 102.53 93.32 9.21 9.2% 0.74 0.7% 69% False False 5,817
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.49
2.618 102.65
1.618 101.52
1.000 100.82
0.618 100.39
HIGH 99.69
0.618 99.26
0.500 99.13
0.382 98.99
LOW 98.56
0.618 97.86
1.000 97.43
1.618 96.73
2.618 95.60
4.250 93.76
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 99.49 99.60
PP 99.31 99.54
S1 99.13 99.47

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

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