NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 92.48 94.36 1.88 2.0% 92.95
High 94.93 94.58 -0.35 -0.4% 95.07
Low 92.30 93.43 1.13 1.2% 92.60
Close 94.68 93.71 -0.97 -1.0% 95.02
Range 2.63 1.15 -1.48 -56.3% 2.47
ATR 1.51 1.49 -0.02 -1.2% 0.00
Volume 103,485 75,442 -28,043 -27.1% 266,512
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.36 96.68 94.34
R3 96.21 95.53 94.03
R2 95.06 95.06 93.92
R1 94.38 94.38 93.82 94.15
PP 93.91 93.91 93.91 93.79
S1 93.23 93.23 93.60 93.00
S2 92.76 92.76 93.50
S3 91.61 92.08 93.39
S4 90.46 90.93 93.08
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% 1.85 2.0% 57% False False 84,965
10 95.07 91.89 3.18 3.4% 1.49 1.6% 57% False False 66,654
20 97.35 91.89 5.46 5.8% 1.44 1.5% 33% False False 60,978
40 101.22 91.89 9.33 10.0% 1.40 1.5% 20% False False 50,250
60 104.44 91.89 12.55 13.4% 1.27 1.4% 15% False False 41,035
80 104.44 91.89 12.55 13.4% 1.17 1.2% 15% False False 33,616
100 104.44 91.89 12.55 13.4% 1.10 1.2% 15% False False 28,347
120 104.44 91.89 12.55 13.4% 1.03 1.1% 15% False False 24,487
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 99.47
2.618 97.59
1.618 96.44
1.000 95.73
0.618 95.29
HIGH 94.58
0.618 94.14
0.500 94.01
0.382 93.87
LOW 93.43
0.618 92.72
1.000 92.28
1.618 91.57
2.618 90.42
4.250 88.54
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 94.01 93.61
PP 93.91 93.51
S1 93.81 93.42

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

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