NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 98.36 97.91 -0.45 -0.5% 98.05
High 98.71 98.09 -0.62 -0.6% 99.36
Low 97.54 97.19 -0.35 -0.4% 97.75
Close 98.01 97.65 -0.36 -0.4% 98.76
Range 1.17 0.90 -0.27 -23.1% 1.61
ATR 1.05 1.04 -0.01 -1.0% 0.00
Volume 15,274 12,725 -2,549 -16.7% 80,483
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 100.34 99.90 98.15
R3 99.44 99.00 97.90
R2 98.54 98.54 97.82
R1 98.10 98.10 97.73 97.87
PP 97.64 97.64 97.64 97.53
S1 97.20 97.20 97.57 96.97
S2 96.74 96.74 97.49
S3 95.84 96.30 97.40
S4 94.94 95.40 97.16
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 103.45 102.72 99.65
R3 101.84 101.11 99.20
R2 100.23 100.23 99.06
R1 99.50 99.50 98.91 99.87
PP 98.62 98.62 98.62 98.81
S1 97.89 97.89 98.61 98.26
S2 97.01 97.01 98.46
S3 95.40 96.28 98.32
S4 93.79 94.67 97.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.36 97.19 2.17 2.2% 1.01 1.0% 21% False True 15,238
10 99.36 97.19 2.17 2.2% 1.05 1.1% 21% False True 16,875
20 101.87 97.00 4.87 5.0% 1.07 1.1% 13% False False 12,693
40 102.53 96.55 5.98 6.1% 0.97 1.0% 18% False False 10,857
60 102.53 93.41 9.12 9.3% 0.85 0.9% 46% False False 8,447
Crabel Price Patterns
NR True
NR4 True
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 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.92
2.618 100.45
1.618 99.55
1.000 98.99
0.618 98.65
HIGH 98.09
0.618 97.75
0.500 97.64
0.382 97.53
LOW 97.19
0.618 96.63
1.000 96.29
1.618 95.73
2.618 94.83
4.250 93.37
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 97.65 98.01
PP 97.64 97.89
S1 97.64 97.77

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

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