NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 97.48 97.30 -0.18 -0.2% 96.82
High 97.66 97.39 -0.27 -0.3% 98.02
Low 96.64 96.39 -0.25 -0.3% 96.55
Close 97.62 96.80 -0.82 -0.8% 97.62
Range 1.02 1.00 -0.02 -2.0% 1.47
ATR 0.93 0.96 0.02 2.3% 0.00
Volume 9,911 12,477 2,566 25.9% 55,764
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 99.86 99.33 97.35
R3 98.86 98.33 97.08
R2 97.86 97.86 96.98
R1 97.33 97.33 96.89 97.10
PP 96.86 96.86 96.86 96.74
S1 96.33 96.33 96.71 96.10
S2 95.86 95.86 96.62
S3 94.86 95.33 96.53
S4 93.86 94.33 96.25
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 101.81 101.18 98.43
R3 100.34 99.71 98.02
R2 98.87 98.87 97.89
R1 98.24 98.24 97.75 98.56
PP 97.40 97.40 97.40 97.55
S1 96.77 96.77 97.49 97.09
S2 95.93 95.93 97.35
S3 94.46 95.30 97.22
S4 92.99 93.83 96.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.02 96.39 1.63 1.7% 0.94 1.0% 25% False True 10,990
10 98.02 96.13 1.89 2.0% 0.99 1.0% 35% False False 11,470
20 100.33 96.13 4.20 4.3% 0.91 0.9% 16% False False 9,203
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.64
2.618 100.01
1.618 99.01
1.000 98.39
0.618 98.01
HIGH 97.39
0.618 97.01
0.500 96.89
0.382 96.77
LOW 96.39
0.618 95.77
1.000 95.39
1.618 94.77
2.618 93.77
4.250 92.14
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 96.89 97.19
PP 96.86 97.06
S1 96.83 96.93

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

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