NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 24-Jul-2014
Day Change Summary
Previous Current
23-Jul-2014 24-Jul-2014 Change Change % Previous Week
Open 97.85 98.63 0.78 0.8% 97.32
High 98.57 98.68 0.11 0.1% 98.31
Low 97.79 97.77 -0.02 0.0% 96.51
Close 98.57 97.85 -0.72 -0.7% 97.43
Range 0.78 0.91 0.13 16.7% 1.80
ATR 0.89 0.89 0.00 0.1% 0.00
Volume 9,283 9,399 116 1.2% 29,973
Daily Pivots for day following 24-Jul-2014
Classic Woodie Camarilla DeMark
R4 100.83 100.25 98.35
R3 99.92 99.34 98.10
R2 99.01 99.01 98.02
R1 98.43 98.43 97.93 98.27
PP 98.10 98.10 98.10 98.02
S1 97.52 97.52 97.77 97.36
S2 97.19 97.19 97.68
S3 96.28 96.61 97.60
S4 95.37 95.70 97.35
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 98.68 97.20 1.48 1.5% 0.90 0.9% 44% True False 8,778
10 98.82 96.51 2.31 2.4% 1.00 1.0% 58% False False 6,645
20 101.17 96.51 4.66 4.8% 0.89 0.9% 29% False False 4,912
40 101.33 95.73 5.60 5.7% 0.76 0.8% 38% False False 3,802
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.55
2.618 101.06
1.618 100.15
1.000 99.59
0.618 99.24
HIGH 98.68
0.618 98.33
0.500 98.23
0.382 98.12
LOW 97.77
0.618 97.21
1.000 96.86
1.618 96.30
2.618 95.39
4.250 93.90
Fisher Pivots for day following 24-Jul-2014
Pivot 1 day 3 day
R1 98.23 98.23
PP 98.10 98.10
S1 97.98 97.98

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

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