NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 94.90 92.48 -2.42 -2.6% 92.95
High 94.94 94.93 -0.01 0.0% 95.07
Low 91.89 92.30 0.41 0.4% 92.60
Close 92.10 94.68 2.58 2.8% 95.02
Range 3.05 2.63 -0.42 -13.8% 2.47
ATR 1.41 1.51 0.10 7.2% 0.00
Volume 100,108 103,485 3,377 3.4% 266,512
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 101.86 100.90 96.13
R3 99.23 98.27 95.40
R2 96.60 96.60 95.16
R1 95.64 95.64 94.92 96.12
PP 93.97 93.97 93.97 94.21
S1 93.01 93.01 94.44 93.49
S2 91.34 91.34 94.20
S3 88.71 90.38 93.96
S4 86.08 87.75 93.23
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 101.64 100.80 96.38
R3 99.17 98.33 95.70
R2 96.70 96.70 95.47
R1 95.86 95.86 95.25 96.28
PP 94.23 94.23 94.23 94.44
S1 93.39 93.39 94.79 93.81
S2 91.76 91.76 94.57
S3 89.29 90.92 94.34
S4 86.82 88.45 93.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.07 91.89 3.18 3.4% 1.78 1.9% 88% False False 78,379
10 95.07 91.89 3.18 3.4% 1.46 1.5% 88% False False 67,067
20 97.35 91.89 5.46 5.8% 1.44 1.5% 51% False False 59,626
40 101.27 91.89 9.38 9.9% 1.40 1.5% 30% False False 49,065
60 104.44 91.89 12.55 13.3% 1.27 1.3% 22% False False 40,175
80 104.44 91.89 12.55 13.3% 1.16 1.2% 22% False False 32,773
100 104.44 91.89 12.55 13.3% 1.09 1.2% 22% False False 27,636
120 104.44 91.89 12.55 13.3% 1.03 1.1% 22% False False 23,897
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.11
2.618 101.82
1.618 99.19
1.000 97.56
0.618 96.56
HIGH 94.93
0.618 93.93
0.500 93.62
0.382 93.30
LOW 92.30
0.618 90.67
1.000 89.67
1.618 88.04
2.618 85.41
4.250 81.12
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 94.33 94.28
PP 93.97 93.88
S1 93.62 93.48

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

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