NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 11-Aug-2014
Day Change Summary
Previous Current
08-Aug-2014 11-Aug-2014 Change Change % Previous Week
Open 96.19 95.82 -0.37 -0.4% 95.66
High 96.98 96.73 -0.25 -0.3% 96.98
Low 95.58 95.74 0.16 0.2% 95.14
Close 96.03 96.31 0.28 0.3% 96.03
Range 1.40 0.99 -0.41 -29.3% 1.84
ATR 1.25 1.23 -0.02 -1.5% 0.00
Volume 76,737 48,439 -28,298 -36.9% 322,998
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 99.23 98.76 96.85
R3 98.24 97.77 96.58
R2 97.25 97.25 96.49
R1 96.78 96.78 96.40 97.02
PP 96.26 96.26 96.26 96.38
S1 95.79 95.79 96.22 96.03
S2 95.27 95.27 96.13
S3 94.28 94.80 96.04
S4 93.29 93.81 95.77
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 101.57 100.64 97.04
R3 99.73 98.80 96.54
R2 97.89 97.89 96.37
R1 96.96 96.96 96.20 97.43
PP 96.05 96.05 96.05 96.28
S1 95.12 95.12 95.86 95.59
S2 94.21 94.21 95.69
S3 92.37 93.28 95.52
S4 90.53 91.44 95.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.98 95.14 1.84 1.9% 1.14 1.2% 64% False False 60,382
10 98.92 95.00 3.92 4.1% 1.26 1.3% 33% False False 62,121
20 100.35 95.00 5.35 5.6% 1.27 1.3% 24% False False 67,005
40 103.66 95.00 8.66 9.0% 1.18 1.2% 15% False False 62,772
60 103.66 95.00 8.66 9.0% 1.10 1.1% 15% False False 57,450
80 103.66 93.98 9.68 10.1% 1.07 1.1% 24% False False 53,243
100 103.66 92.30 11.36 11.8% 1.06 1.1% 35% False False 49,784
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.94
2.618 99.32
1.618 98.33
1.000 97.72
0.618 97.34
HIGH 96.73
0.618 96.35
0.500 96.24
0.382 96.12
LOW 95.74
0.618 95.13
1.000 94.75
1.618 94.14
2.618 93.15
4.250 91.53
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 96.29 96.23
PP 96.26 96.14
S1 96.24 96.06

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

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