NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 17-Jul-2014
Day Change Summary
Previous Current
16-Jul-2014 17-Jul-2014 Change Change % Previous Week
Open 97.51 97.99 0.48 0.5% 100.52
High 98.25 99.00 0.75 0.8% 100.55
Low 97.39 97.67 0.28 0.3% 97.53
Close 97.95 98.55 0.60 0.6% 97.90
Range 0.86 1.33 0.47 54.7% 3.02
ATR 1.01 1.03 0.02 2.2% 0.00
Volume 13,561 11,148 -2,413 -17.8% 38,502
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 102.40 101.80 99.28
R3 101.07 100.47 98.92
R2 99.74 99.74 98.79
R1 99.14 99.14 98.67 99.44
PP 98.41 98.41 98.41 98.56
S1 97.81 97.81 98.43 98.11
S2 97.08 97.08 98.31
S3 95.75 96.48 98.18
S4 94.42 95.15 97.82
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 99.45 97.00 2.45 2.5% 1.30 1.3% 63% False False 11,682
10 100.63 97.00 3.63 3.7% 1.10 1.1% 43% False False 9,542
20 102.53 97.00 5.53 5.6% 1.01 1.0% 28% False False 8,618
40 102.53 96.55 5.98 6.1% 0.88 0.9% 33% False False 7,934
60 102.53 93.32 9.21 9.3% 0.80 0.8% 57% False False 6,573
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.65
2.618 102.48
1.618 101.15
1.000 100.33
0.618 99.82
HIGH 99.00
0.618 98.49
0.500 98.34
0.382 98.18
LOW 97.67
0.618 96.85
1.000 96.34
1.618 95.52
2.618 94.19
4.250 92.02
Fisher Pivots for day following 17-Jul-2014
Pivot 1 day 3 day
R1 98.48 98.37
PP 98.41 98.18
S1 98.34 98.00

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

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