NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 98.49 98.43 -0.06 -0.1% 96.16
High 98.80 99.02 0.22 0.2% 97.20
Low 98.19 98.20 0.01 0.0% 95.52
Close 98.69 98.81 0.12 0.1% 97.08
Range 0.61 0.82 0.21 34.4% 1.68
ATR 1.00 0.99 -0.01 -1.3% 0.00
Volume 11,103 15,147 4,044 36.4% 45,394
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 101.14 100.79 99.26
R3 100.32 99.97 99.04
R2 99.50 99.50 98.96
R1 99.15 99.15 98.89 99.33
PP 98.68 98.68 98.68 98.76
S1 98.33 98.33 98.73 98.51
S2 97.86 97.86 98.66
S3 97.04 97.51 98.58
S4 96.22 96.69 98.36
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 101.64 101.04 98.00
R3 99.96 99.36 97.54
R2 98.28 98.28 97.39
R1 97.68 97.68 97.23 97.98
PP 96.60 96.60 96.60 96.75
S1 96.00 96.00 96.93 96.30
S2 94.92 94.92 96.77
S3 93.24 94.32 96.62
S4 91.56 92.64 96.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.02 95.94 3.08 3.1% 0.97 1.0% 93% True False 10,192
10 99.02 93.68 5.34 5.4% 1.02 1.0% 96% True False 9,107
20 99.02 92.02 7.00 7.1% 0.95 1.0% 97% True False 7,980
40 99.02 89.73 9.29 9.4% 0.92 0.9% 98% True False 6,857
60 99.02 89.73 9.29 9.4% 0.87 0.9% 98% True False 6,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.51
2.618 101.17
1.618 100.35
1.000 99.84
0.618 99.53
HIGH 99.02
0.618 98.71
0.500 98.61
0.382 98.51
LOW 98.20
0.618 97.69
1.000 97.38
1.618 96.87
2.618 96.05
4.250 94.72
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 98.74 98.57
PP 98.68 98.34
S1 98.61 98.10

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

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