NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 92.80 93.49 0.69 0.7% 96.66
High 93.58 94.45 0.87 0.9% 97.67
Low 92.73 92.50 -0.23 -0.2% 93.85
Close 93.45 93.96 0.51 0.5% 95.32
Range 0.85 1.95 1.10 129.4% 3.82
ATR 1.44 1.48 0.04 2.5% 0.00
Volume 207,152 226,343 19,191 9.3% 769,031
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 99.49 98.67 95.03
R3 97.54 96.72 94.50
R2 95.59 95.59 94.32
R1 94.77 94.77 94.14 95.18
PP 93.64 93.64 93.64 93.84
S1 92.82 92.82 93.78 93.23
S2 91.69 91.69 93.60
S3 89.74 90.87 93.42
S4 87.79 88.92 92.89
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 95.38 92.50 2.88 3.1% 1.55 1.6% 51% False True 216,834
10 97.75 92.50 5.25 5.6% 1.53 1.6% 28% False True 177,774
20 101.18 92.50 8.68 9.2% 1.46 1.6% 17% False True 135,741
40 104.93 92.50 12.43 13.2% 1.38 1.5% 12% False True 96,449
60 105.55 92.50 13.05 13.9% 1.27 1.4% 11% False True 74,224
80 105.55 92.50 13.05 13.9% 1.18 1.3% 11% False True 59,698
100 105.55 92.50 13.05 13.9% 1.14 1.2% 11% False True 49,715
120 105.55 92.50 13.05 13.9% 1.10 1.2% 11% False True 42,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.74
2.618 99.56
1.618 97.61
1.000 96.40
0.618 95.66
HIGH 94.45
0.618 93.71
0.500 93.48
0.382 93.24
LOW 92.50
0.618 91.29
1.000 90.55
1.618 89.34
2.618 87.39
4.250 84.21
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 93.80 93.80
PP 93.64 93.64
S1 93.48 93.48

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

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