NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 97.61 96.27 -1.34 -1.4% 98.05
High 98.03 96.80 -1.23 -1.3% 99.36
Low 96.38 95.22 -1.16 -1.2% 97.75
Close 97.01 95.79 -1.22 -1.3% 98.76
Range 1.65 1.58 -0.07 -4.2% 1.61
ATR 1.08 1.13 0.05 4.7% 0.00
Volume 12,299 11,314 -985 -8.0% 80,483
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 100.68 99.81 96.66
R3 99.10 98.23 96.22
R2 97.52 97.52 96.08
R1 96.65 96.65 95.93 96.30
PP 95.94 95.94 95.94 95.76
S1 95.07 95.07 95.65 94.72
S2 94.36 94.36 95.50
S3 92.78 93.49 95.36
S4 91.20 91.91 94.92
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 98.82 95.22 3.60 3.8% 1.27 1.3% 16% False True 12,098
10 99.36 95.22 4.14 4.3% 1.16 1.2% 14% False True 16,765
20 100.63 95.22 5.41 5.6% 1.13 1.2% 11% False True 13,154
40 102.53 95.22 7.31 7.6% 1.02 1.1% 8% False True 11,051
60 102.53 93.73 8.80 9.2% 0.88 0.9% 23% False False 8,768
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.52
2.618 100.94
1.618 99.36
1.000 98.38
0.618 97.78
HIGH 96.80
0.618 96.20
0.500 96.01
0.382 95.82
LOW 95.22
0.618 94.24
1.000 93.64
1.618 92.66
2.618 91.08
4.250 88.51
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 96.01 96.66
PP 95.94 96.37
S1 95.86 96.08

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

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