NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 96.56 94.70 -1.86 -1.9% 97.54
High 97.05 96.47 -0.58 -0.6% 98.58
Low 94.26 94.70 0.44 0.5% 95.26
Close 94.48 96.07 1.59 1.7% 97.35
Range 2.79 1.77 -1.02 -36.6% 3.32
ATR 1.61 1.64 0.03 1.7% 0.00
Volume 109,041 17,928 -91,113 -83.6% 1,358,157
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 101.06 100.33 97.04
R3 99.29 98.56 96.56
R2 97.52 97.52 96.39
R1 96.79 96.79 96.23 97.16
PP 95.75 95.75 95.75 95.93
S1 95.02 95.02 95.91 95.39
S2 93.98 93.98 95.75
S3 92.21 93.25 95.58
S4 90.44 91.48 95.10
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 107.02 105.51 99.18
R3 103.70 102.19 98.26
R2 100.38 100.38 97.96
R1 98.87 98.87 97.65 97.97
PP 97.06 97.06 97.06 96.61
S1 95.55 95.55 97.05 94.65
S2 93.74 93.74 96.74
S3 90.42 92.23 96.44
S4 87.10 88.91 95.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.59 94.26 3.33 3.5% 2.07 2.2% 54% False False 180,975
10 98.58 94.26 4.32 4.5% 1.62 1.7% 42% False False 219,520
20 103.31 94.26 9.05 9.4% 1.58 1.6% 20% False False 235,762
40 105.99 94.26 11.73 12.2% 1.47 1.5% 15% False False 190,281
60 106.64 94.26 12.38 12.9% 1.37 1.4% 15% False False 146,492
80 106.64 94.26 12.38 12.9% 1.27 1.3% 15% False False 118,182
100 106.64 94.26 12.38 12.9% 1.24 1.3% 15% False False 99,881
120 106.64 94.26 12.38 12.9% 1.21 1.3% 15% False False 86,623
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.99
2.618 101.10
1.618 99.33
1.000 98.24
0.618 97.56
HIGH 96.47
0.618 95.79
0.500 95.59
0.382 95.38
LOW 94.70
0.618 93.61
1.000 92.93
1.618 91.84
2.618 90.07
4.250 87.18
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 95.91 95.95
PP 95.75 95.83
S1 95.59 95.71

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

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