NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 93.36 93.88 0.52 0.6% 95.14
High 94.35 94.24 -0.11 -0.1% 95.14
Low 93.35 93.36 0.01 0.0% 92.50
Close 93.86 93.88 0.02 0.0% 93.65
Range 1.00 0.88 -0.12 -12.0% 2.64
ATR 1.38 1.35 -0.04 -2.6% 0.00
Volume 176,280 174,908 -1,372 -0.8% 1,080,305
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.47 96.05 94.36
R3 95.59 95.17 94.12
R2 94.71 94.71 94.04
R1 94.29 94.29 93.96 94.32
PP 93.83 93.83 93.83 93.84
S1 93.41 93.41 93.80 93.44
S2 92.95 92.95 93.72
S3 92.07 92.53 93.64
S4 91.19 91.65 93.40
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 101.68 100.31 95.10
R3 99.04 97.67 94.38
R2 96.40 96.40 94.13
R1 95.03 95.03 93.89 94.40
PP 93.76 93.76 93.76 93.45
S1 92.39 92.39 93.41 91.76
S2 91.12 91.12 93.17
S3 88.48 89.75 92.92
S4 85.84 87.11 92.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.45 92.50 1.95 2.1% 1.17 1.2% 71% False False 181,281
10 96.68 92.50 4.18 4.5% 1.45 1.5% 33% False False 198,348
20 98.70 92.50 6.20 6.6% 1.36 1.4% 22% False False 154,232
40 104.02 92.50 11.52 12.3% 1.37 1.5% 12% False False 110,093
60 105.55 92.50 13.05 13.9% 1.28 1.4% 11% False False 84,410
80 105.55 92.50 13.05 13.9% 1.18 1.3% 11% False False 67,550
100 105.55 92.50 13.05 13.9% 1.13 1.2% 11% False False 56,244
120 105.55 92.50 13.05 13.9% 1.09 1.2% 11% False False 47,978
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.98
2.618 96.54
1.618 95.66
1.000 95.12
0.618 94.78
HIGH 94.24
0.618 93.90
0.500 93.80
0.382 93.70
LOW 93.36
0.618 92.82
1.000 92.48
1.618 91.94
2.618 91.06
4.250 89.62
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 93.85 93.82
PP 93.83 93.76
S1 93.80 93.70

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

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