NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 97.35 98.53 1.18 1.2% 97.32
High 98.46 98.57 0.11 0.1% 98.31
Low 97.20 97.85 0.65 0.7% 96.51
Close 98.40 98.10 -0.30 -0.3% 97.43
Range 1.26 0.72 -0.54 -42.9% 1.80
ATR 0.91 0.90 -0.01 -1.5% 0.00
Volume 6,816 6,815 -1 0.0% 29,973
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 100.33 99.94 98.50
R3 99.61 99.22 98.30
R2 98.89 98.89 98.23
R1 98.50 98.50 98.17 98.34
PP 98.17 98.17 98.17 98.09
S1 97.78 97.78 98.03 97.62
S2 97.45 97.45 97.97
S3 96.73 97.06 97.90
S4 96.01 96.34 97.70
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 102.82 101.92 98.42
R3 101.02 100.12 97.93
R2 99.22 99.22 97.76
R1 98.32 98.32 97.60 98.77
PP 97.42 97.42 97.42 97.64
S1 96.52 96.52 97.27 96.97
S2 95.62 95.62 97.10
S3 93.82 94.72 96.94
S4 92.02 92.92 96.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.57 97.09 1.48 1.5% 0.86 0.9% 68% True False 6,868
10 99.09 96.51 2.58 2.6% 1.04 1.1% 62% False False 5,294
20 101.33 96.51 4.82 4.9% 0.87 0.9% 33% False False 4,222
40 101.33 95.73 5.60 5.7% 0.75 0.8% 42% False False 3,414
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 True
Stretch 0.09
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.63
2.618 100.45
1.618 99.73
1.000 99.29
0.618 99.01
HIGH 98.57
0.618 98.29
0.500 98.21
0.382 98.13
LOW 97.85
0.618 97.41
1.000 97.13
1.618 96.69
2.618 95.97
4.250 94.79
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 98.21 98.03
PP 98.17 97.96
S1 98.14 97.89

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

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