NYMEX Light Sweet Crude Oil Future February 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 97.88 98.60 0.72 0.7% 99.74
High 99.09 98.82 -0.27 -0.3% 99.76
Low 97.88 97.03 -0.85 -0.9% 97.03
Close 99.07 97.39 -1.68 -1.7% 97.39
Range 1.21 1.79 0.58 47.9% 2.73
ATR 0.76 0.85 0.09 12.1% 0.00
Volume 2,113 4,170 2,057 97.3% 14,262
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 103.12 102.04 98.37
R3 101.33 100.25 97.88
R2 99.54 99.54 97.72
R1 98.46 98.46 97.55 98.11
PP 97.75 97.75 97.75 97.57
S1 96.67 96.67 97.23 96.32
S2 95.96 95.96 97.06
S3 94.17 94.88 96.90
S4 92.38 93.09 96.41
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 106.25 104.55 98.89
R3 103.52 101.82 98.14
R2 100.79 100.79 97.89
R1 99.09 99.09 97.64 98.58
PP 98.06 98.06 98.06 97.80
S1 96.36 96.36 97.14 95.85
S2 95.33 95.33 96.89
S3 92.60 93.63 96.64
S4 89.87 90.90 95.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.76 97.03 2.73 2.8% 1.04 1.1% 13% False True 2,852
10 101.11 97.03 4.08 4.2% 0.88 0.9% 9% False True 3,140
20 101.33 97.03 4.30 4.4% 0.76 0.8% 8% False True 3,542
40 101.33 94.86 6.47 6.6% 0.67 0.7% 39% False False 2,637
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 0.11
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 106.43
2.618 103.51
1.618 101.72
1.000 100.61
0.618 99.93
HIGH 98.82
0.618 98.14
0.500 97.93
0.382 97.71
LOW 97.03
0.618 95.92
1.000 95.24
1.618 94.13
2.618 92.34
4.250 89.42
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 97.93 98.06
PP 97.75 97.84
S1 97.57 97.61

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

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