NYMEX Light Sweet Crude Oil Future November 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 92.89 93.35 0.46 0.5% 94.46
High 93.85 93.70 -0.15 -0.2% 94.46
Low 92.84 92.86 0.02 0.0% 91.96
Close 93.36 93.34 -0.02 0.0% 93.17
Range 1.01 0.84 -0.17 -16.8% 2.50
ATR 1.32 1.29 -0.03 -2.6% 0.00
Volume 30,473 42,515 12,042 39.5% 317,478
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 95.82 95.42 93.80
R3 94.98 94.58 93.57
R2 94.14 94.14 93.49
R1 93.74 93.74 93.42 93.52
PP 93.30 93.30 93.30 93.19
S1 92.90 92.90 93.26 92.68
S2 92.46 92.46 93.19
S3 91.62 92.06 93.11
S4 90.78 91.22 92.88
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.70 99.43 94.55
R3 98.20 96.93 93.86
R2 95.70 95.70 93.63
R1 94.43 94.43 93.40 93.82
PP 93.20 93.20 93.20 92.89
S1 91.93 91.93 92.94 91.32
S2 90.70 90.70 92.71
S3 88.20 89.43 92.48
S4 85.70 86.93 91.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.86 91.96 1.90 2.0% 1.14 1.2% 73% False False 48,344
10 96.18 91.96 4.22 4.5% 1.38 1.5% 33% False False 56,175
20 97.96 91.96 6.00 6.4% 1.29 1.4% 23% False False 49,811
40 103.12 91.96 11.16 12.0% 1.29 1.4% 12% False False 42,497
60 104.44 91.96 12.48 13.4% 1.20 1.3% 11% False False 35,187
80 104.44 91.96 12.48 13.4% 1.10 1.2% 11% False False 28,789
100 104.44 91.96 12.48 13.4% 1.04 1.1% 11% False False 24,472
120 104.44 91.96 12.48 13.4% 0.98 1.0% 11% False False 21,170
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 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.27
2.618 95.90
1.618 95.06
1.000 94.54
0.618 94.22
HIGH 93.70
0.618 93.38
0.500 93.28
0.382 93.18
LOW 92.86
0.618 92.34
1.000 92.02
1.618 91.50
2.618 90.66
4.250 89.29
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 93.32 93.30
PP 93.30 93.26
S1 93.28 93.23

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

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