NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 93.35 93.19 -0.16 -0.2% 94.46
High 93.70 94.10 0.40 0.4% 94.46
Low 92.86 92.99 0.13 0.1% 91.96
Close 93.34 93.83 0.49 0.5% 93.17
Range 0.84 1.11 0.27 32.1% 2.50
ATR 1.29 1.27 -0.01 -1.0% 0.00
Volume 42,515 49,937 7,422 17.5% 317,478
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.97 96.51 94.44
R3 95.86 95.40 94.14
R2 94.75 94.75 94.03
R1 94.29 94.29 93.93 94.52
PP 93.64 93.64 93.64 93.76
S1 93.18 93.18 93.73 93.41
S2 92.53 92.53 93.63
S3 91.42 92.07 93.52
S4 90.31 90.96 93.22
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 94.10 92.48 1.62 1.7% 0.98 1.0% 83% True False 46,943
10 94.79 91.96 2.83 3.0% 1.22 1.3% 66% False False 55,712
20 97.35 91.96 5.39 5.7% 1.26 1.3% 35% False False 50,563
40 102.04 91.96 10.08 10.7% 1.29 1.4% 19% False False 43,181
60 104.44 91.96 12.48 13.3% 1.20 1.3% 15% False False 35,857
80 104.44 91.96 12.48 13.3% 1.10 1.2% 15% False False 29,368
100 104.44 91.96 12.48 13.3% 1.05 1.1% 15% False False 24,908
120 104.44 91.96 12.48 13.3% 0.98 1.0% 15% False False 21,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.82
2.618 97.01
1.618 95.90
1.000 95.21
0.618 94.79
HIGH 94.10
0.618 93.68
0.500 93.55
0.382 93.41
LOW 92.99
0.618 92.30
1.000 91.88
1.618 91.19
2.618 90.08
4.250 88.27
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 93.74 93.71
PP 93.64 93.59
S1 93.55 93.47

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

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