NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 98.64 99.42 0.78 0.8% 100.52
High 99.69 99.45 -0.24 -0.2% 100.55
Low 98.56 97.53 -1.03 -1.0% 97.53
Close 99.67 97.90 -1.77 -1.8% 97.90
Range 1.13 1.92 0.79 69.9% 3.02
ATR 0.90 0.99 0.09 9.8% 0.00
Volume 6,924 9,215 2,291 33.1% 38,502
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 104.05 102.90 98.96
R3 102.13 100.98 98.43
R2 100.21 100.21 98.25
R1 99.06 99.06 98.08 98.68
PP 98.29 98.29 98.29 98.10
S1 97.14 97.14 97.72 96.76
S2 96.37 96.37 97.55
S3 94.45 95.22 97.37
S4 92.53 93.30 96.84
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 107.72 105.83 99.56
R3 104.70 102.81 98.73
R2 101.68 101.68 98.45
R1 99.79 99.79 98.18 99.23
PP 98.66 98.66 98.66 98.38
S1 96.77 96.77 97.62 96.21
S2 95.64 95.64 97.35
S3 92.62 93.75 97.07
S4 89.60 90.73 96.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.55 97.53 3.02 3.1% 1.19 1.2% 12% False True 7,700
10 101.88 97.53 4.35 4.4% 0.98 1.0% 9% False True 7,442
20 102.53 97.53 5.00 5.1% 0.94 1.0% 7% False True 8,108
40 102.53 95.74 6.79 6.9% 0.80 0.8% 32% False False 7,112
60 102.53 93.32 9.21 9.4% 0.76 0.8% 50% False False 5,922
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 0.15
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 107.61
2.618 104.48
1.618 102.56
1.000 101.37
0.618 100.64
HIGH 99.45
0.618 98.72
0.500 98.49
0.382 98.26
LOW 97.53
0.618 96.34
1.000 95.61
1.618 94.42
2.618 92.50
4.250 89.37
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 98.49 98.68
PP 98.29 98.42
S1 98.10 98.16

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

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