NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 92.70 92.66 -0.04 0.0% 94.08
High 93.25 93.60 0.35 0.4% 94.11
Low 92.39 92.63 0.24 0.3% 91.66
Close 92.68 93.13 0.45 0.5% 92.92
Range 0.86 0.97 0.11 12.8% 2.45
ATR 1.31 1.28 -0.02 -1.8% 0.00
Volume 51,690 28,013 -23,677 -45.8% 330,083
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.03 95.55 93.66
R3 95.06 94.58 93.40
R2 94.09 94.09 93.31
R1 93.61 93.61 93.22 93.85
PP 93.12 93.12 93.12 93.24
S1 92.64 92.64 93.04 92.88
S2 92.15 92.15 92.95
S3 91.18 91.67 92.86
S4 90.21 90.70 92.60
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.25 99.03 94.27
R3 97.80 96.58 93.59
R2 95.35 95.35 93.37
R1 94.13 94.13 93.14 93.52
PP 92.90 92.90 92.90 92.59
S1 91.68 91.68 92.70 91.07
S2 90.45 90.45 92.47
S3 88.00 89.23 92.25
S4 85.55 86.78 91.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.60 91.66 1.94 2.1% 1.07 1.2% 76% True False 58,599
10 96.02 91.66 4.36 4.7% 1.35 1.4% 34% False False 60,506
20 98.67 91.66 7.01 7.5% 1.30 1.4% 21% False False 61,246
40 102.71 91.66 11.05 11.9% 1.27 1.4% 13% False False 62,786
60 103.66 91.66 12.00 12.9% 1.19 1.3% 12% False False 60,788
80 103.66 91.66 12.00 12.9% 1.12 1.2% 12% False False 55,467
100 103.66 91.66 12.00 12.9% 1.09 1.2% 12% False False 52,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 97.72
2.618 96.14
1.618 95.17
1.000 94.57
0.618 94.20
HIGH 93.60
0.618 93.23
0.500 93.12
0.382 93.00
LOW 92.63
0.618 92.03
1.000 91.66
1.618 91.06
2.618 90.09
4.250 88.51
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 93.13 93.06
PP 93.12 92.99
S1 93.12 92.92

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

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