NYMEX Light Sweet Crude Oil Future September 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 97.20 97.50 0.30 0.3% 95.53
High 97.76 97.97 0.21 0.2% 96.32
Low 97.20 97.20 0.00 0.0% 94.62
Close 97.65 97.76 0.11 0.1% 96.19
Range 0.56 0.77 0.21 37.5% 1.70
ATR 0.98 0.97 -0.02 -1.5% 0.00
Volume 19,131 20,297 1,166 6.1% 61,646
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 99.95 99.63 98.18
R3 99.18 98.86 97.97
R2 98.41 98.41 97.90
R1 98.09 98.09 97.83 98.25
PP 97.64 97.64 97.64 97.73
S1 97.32 97.32 97.69 97.48
S2 96.87 96.87 97.62
S3 96.10 96.55 97.55
S4 95.33 95.78 97.34
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 100.81 100.20 97.13
R3 99.11 98.50 96.66
R2 97.41 97.41 96.50
R1 96.80 96.80 96.35 97.11
PP 95.71 95.71 95.71 95.86
S1 95.10 95.10 96.03 95.41
S2 94.01 94.01 95.88
S3 92.31 93.40 95.72
S4 90.61 91.70 95.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.97 95.10 2.87 2.9% 0.89 0.9% 93% True False 14,899
10 97.97 92.83 5.14 5.3% 0.99 1.0% 96% True False 13,230
20 97.97 91.15 6.82 7.0% 0.94 1.0% 97% True False 12,647
40 97.97 89.09 8.88 9.1% 0.96 1.0% 98% True False 10,924
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.24
2.618 99.99
1.618 99.22
1.000 98.74
0.618 98.45
HIGH 97.97
0.618 97.68
0.500 97.59
0.382 97.49
LOW 97.20
0.618 96.72
1.000 96.43
1.618 95.95
2.618 95.18
4.250 93.93
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 97.70 97.54
PP 97.64 97.33
S1 97.59 97.11

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

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