NYMEX Light Sweet Crude Oil Future March 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 96.82 97.65 0.83 0.9% 96.79
High 97.81 98.02 0.21 0.2% 97.61
Low 96.55 97.17 0.62 0.6% 96.13
Close 97.76 97.49 -0.27 -0.3% 96.76
Range 1.26 0.85 -0.41 -32.5% 1.48
ATR 0.94 0.93 -0.01 -0.7% 0.00
Volume 13,287 10,206 -3,081 -23.2% 56,104
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 100.11 99.65 97.96
R3 99.26 98.80 97.72
R2 98.41 98.41 97.65
R1 97.95 97.95 97.57 97.76
PP 97.56 97.56 97.56 97.46
S1 97.10 97.10 97.41 96.91
S2 96.71 96.71 97.33
S3 95.86 96.25 97.26
S4 95.01 95.40 97.02
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 101.27 100.50 97.57
R3 99.79 99.02 97.17
R2 98.31 98.31 97.03
R1 97.54 97.54 96.90 97.19
PP 96.83 96.83 96.83 96.66
S1 96.06 96.06 96.62 95.71
S2 95.35 95.35 96.49
S3 93.87 94.58 96.35
S4 92.39 93.10 95.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.02 96.46 1.56 1.6% 0.94 1.0% 66% True False 12,167
10 98.49 96.13 2.36 2.4% 1.03 1.1% 58% False False 9,992
20 100.52 96.13 4.39 4.5% 0.87 0.9% 31% False False 8,246
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 0.12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.63
2.618 100.25
1.618 99.40
1.000 98.87
0.618 98.55
HIGH 98.02
0.618 97.70
0.500 97.60
0.382 97.49
LOW 97.17
0.618 96.64
1.000 96.32
1.618 95.79
2.618 94.94
4.250 93.56
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 97.60 97.41
PP 97.56 97.32
S1 97.53 97.24

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

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