NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 92.13 92.51 0.38 0.4% 95.82
High 92.74 93.50 0.76 0.8% 96.73
Low 92.03 91.66 -0.37 -0.4% 93.09
Close 92.57 93.04 0.47 0.5% 94.39
Range 0.71 1.84 1.13 159.2% 3.64
ATR 1.33 1.37 0.04 2.7% 0.00
Volume 82,706 50,622 -32,084 -38.8% 286,877
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 98.25 97.49 94.05
R3 96.41 95.65 93.55
R2 94.57 94.57 93.38
R1 93.81 93.81 93.21 94.19
PP 92.73 92.73 92.73 92.93
S1 91.97 91.97 92.87 92.35
S2 90.89 90.89 92.70
S3 89.05 90.13 92.53
S4 87.21 88.29 92.03
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 105.66 103.66 96.39
R3 102.02 100.02 95.39
R2 98.38 98.38 95.06
R1 96.38 96.38 94.72 95.56
PP 94.74 94.74 94.74 94.33
S1 92.74 92.74 94.06 91.92
S2 91.10 91.10 93.72
S3 87.46 89.10 93.39
S4 83.82 85.46 92.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.43 91.66 2.77 3.0% 1.39 1.5% 50% False True 66,040
10 96.98 91.66 5.32 5.7% 1.42 1.5% 26% False True 61,373
20 99.51 91.66 7.85 8.4% 1.34 1.4% 18% False True 61,124
40 103.07 91.66 11.41 12.3% 1.27 1.4% 12% False True 62,760
60 103.66 91.66 12.00 12.9% 1.19 1.3% 12% False True 59,943
80 103.66 91.66 12.00 12.9% 1.12 1.2% 12% False True 55,126
100 103.66 91.66 12.00 12.9% 1.10 1.2% 12% False True 52,260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.32
2.618 98.32
1.618 96.48
1.000 95.34
0.618 94.64
HIGH 93.50
0.618 92.80
0.500 92.58
0.382 92.36
LOW 91.66
0.618 90.52
1.000 89.82
1.618 88.68
2.618 86.84
4.250 83.84
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 92.89 92.89
PP 92.73 92.73
S1 92.58 92.58

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

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