NYMEX Light Sweet Crude Oil Future November 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 93.26 92.39 -0.87 -0.9% 96.19
High 93.69 93.04 -0.65 -0.7% 97.17
Low 92.13 92.26 0.13 0.1% 93.39
Close 92.34 92.88 0.54 0.6% 94.74
Range 1.56 0.78 -0.78 -50.0% 3.78
ATR 1.41 1.37 -0.05 -3.2% 0.00
Volume 49,754 79,572 29,818 59.9% 258,517
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 95.07 94.75 93.31
R3 94.29 93.97 93.09
R2 93.51 93.51 93.02
R1 93.19 93.19 92.95 93.35
PP 92.73 92.73 92.73 92.81
S1 92.41 92.41 92.81 92.57
S2 91.95 91.95 92.74
S3 91.17 91.63 92.67
S4 90.39 90.85 92.45
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 106.44 104.37 96.82
R3 102.66 100.59 95.78
R2 98.88 98.88 95.43
R1 96.81 96.81 95.09 95.96
PP 95.10 95.10 95.10 94.67
S1 93.03 93.03 94.39 92.18
S2 91.32 91.32 94.05
S3 87.54 89.25 93.70
S4 83.76 85.47 92.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.18 92.13 4.05 4.4% 1.63 1.8% 19% False False 64,006
10 97.35 92.13 5.22 5.6% 1.39 1.5% 14% False False 55,302
20 100.93 92.13 8.80 9.5% 1.35 1.4% 9% False False 48,246
40 104.44 92.13 12.31 13.3% 1.29 1.4% 6% False False 38,788
60 104.44 92.13 12.31 13.3% 1.18 1.3% 6% False False 31,890
80 104.44 92.13 12.31 13.3% 1.08 1.2% 6% False False 26,240
100 104.44 92.13 12.31 13.3% 1.03 1.1% 6% False False 22,271
120 104.44 92.13 12.31 13.3% 0.97 1.0% 6% False False 19,408
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 0.26
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 96.36
2.618 95.08
1.618 94.30
1.000 93.82
0.618 93.52
HIGH 93.04
0.618 92.74
0.500 92.65
0.382 92.56
LOW 92.26
0.618 91.78
1.000 91.48
1.618 91.00
2.618 90.22
4.250 88.95
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 92.80 93.30
PP 92.73 93.16
S1 92.65 93.02

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

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