NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 15-Jul-2014
Day Change Summary
Previous Current
14-Jul-2014 15-Jul-2014 Change Change % Previous Week
Open 97.74 98.34 0.60 0.6% 100.52
High 98.58 98.40 -0.18 -0.2% 100.55
Low 97.59 97.00 -0.59 -0.6% 97.53
Close 98.43 97.46 -0.97 -1.0% 97.90
Range 0.99 1.40 0.41 41.4% 3.02
ATR 0.99 1.02 0.03 3.1% 0.00
Volume 11,737 12,752 1,015 8.6% 38,502
Daily Pivots for day following 15-Jul-2014
Classic Woodie Camarilla DeMark
R4 101.82 101.04 98.23
R3 100.42 99.64 97.85
R2 99.02 99.02 97.72
R1 98.24 98.24 97.59 97.93
PP 97.62 97.62 97.62 97.47
S1 96.84 96.84 97.33 96.53
S2 96.22 96.22 97.20
S3 94.82 95.44 97.08
S4 93.42 94.04 96.69
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 99.83 97.00 2.83 2.9% 1.34 1.4% 16% False True 9,989
10 101.87 97.00 4.87 5.0% 1.09 1.1% 9% False True 8,511
20 102.53 97.00 5.53 5.7% 0.98 1.0% 8% False True 8,242
40 102.53 96.32 6.21 6.4% 0.85 0.9% 18% False False 7,512
60 102.53 93.32 9.21 9.5% 0.78 0.8% 45% False False 6,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.35
2.618 102.07
1.618 100.67
1.000 99.80
0.618 99.27
HIGH 98.40
0.618 97.87
0.500 97.70
0.382 97.53
LOW 97.00
0.618 96.13
1.000 95.60
1.618 94.73
2.618 93.33
4.250 91.05
Fisher Pivots for day following 15-Jul-2014
Pivot 1 day 3 day
R1 97.70 98.23
PP 97.62 97.97
S1 97.54 97.72

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

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