NYMEX Light Sweet Crude Oil Future October 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 93.85 92.80 -1.05 -1.1% 96.66
High 94.37 93.58 -0.79 -0.8% 97.67
Low 92.62 92.73 0.11 0.1% 93.85
Close 92.86 93.45 0.59 0.6% 95.32
Range 1.75 0.85 -0.90 -51.4% 3.82
ATR 1.49 1.44 -0.05 -3.1% 0.00
Volume 277,495 207,152 -70,343 -25.3% 769,031
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 95.80 95.48 93.92
R3 94.95 94.63 93.68
R2 94.10 94.10 93.61
R1 93.78 93.78 93.53 93.94
PP 93.25 93.25 93.25 93.34
S1 92.93 92.93 93.37 93.09
S2 92.40 92.40 93.29
S3 91.55 92.08 93.22
S4 90.70 91.23 92.98
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 107.07 105.02 97.42
R3 103.25 101.20 96.37
R2 99.43 99.43 96.02
R1 97.38 97.38 95.67 96.50
PP 95.61 95.61 95.61 95.17
S1 93.56 93.56 94.97 92.68
S2 91.79 91.79 94.62
S3 87.97 89.74 94.27
S4 84.15 85.92 93.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.68 92.62 4.06 4.3% 1.72 1.8% 20% False False 215,414
10 97.75 92.62 5.13 5.5% 1.45 1.5% 16% False False 168,548
20 101.80 92.62 9.18 9.8% 1.42 1.5% 9% False False 130,490
40 105.52 92.62 12.90 13.8% 1.37 1.5% 6% False False 91,580
60 105.55 92.62 12.93 13.8% 1.26 1.4% 6% False False 70,642
80 105.55 92.62 12.93 13.8% 1.17 1.2% 6% False False 57,025
100 105.55 92.62 12.93 13.8% 1.12 1.2% 6% False False 47,524
120 105.55 92.62 12.93 13.8% 1.09 1.2% 6% False False 40,769
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 97.19
2.618 95.81
1.618 94.96
1.000 94.43
0.618 94.11
HIGH 93.58
0.618 93.26
0.500 93.16
0.382 93.05
LOW 92.73
0.618 92.20
1.000 91.88
1.618 91.35
2.618 90.50
4.250 89.12
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 93.35 93.88
PP 93.25 93.74
S1 93.16 93.59

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

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