NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 92.66 93.09 0.43 0.5% 94.08
High 93.60 93.43 -0.17 -0.2% 94.11
Low 92.63 92.60 -0.03 0.0% 91.66
Close 93.13 93.06 -0.07 -0.1% 92.92
Range 0.97 0.83 -0.14 -14.4% 2.45
ATR 1.28 1.25 -0.03 -2.5% 0.00
Volume 28,013 47,163 19,150 68.4% 330,083
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 95.52 95.12 93.52
R3 94.69 94.29 93.29
R2 93.86 93.86 93.21
R1 93.46 93.46 93.14 93.25
PP 93.03 93.03 93.03 92.92
S1 92.63 92.63 92.98 92.42
S2 92.20 92.20 92.91
S3 91.37 91.80 92.83
S4 90.54 90.97 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% 1.10 1.2% 72% False False 51,490
10 95.80 91.66 4.14 4.4% 1.33 1.4% 34% False False 59,787
20 97.34 91.66 5.68 6.1% 1.25 1.3% 25% False False 60,434
40 102.34 91.66 10.68 11.5% 1.26 1.4% 13% False False 62,626
60 103.66 91.66 12.00 12.9% 1.19 1.3% 12% False False 61,029
80 103.66 91.66 12.00 12.9% 1.11 1.2% 12% False False 55,596
100 103.66 91.66 12.00 12.9% 1.09 1.2% 12% False False 53,052
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 96.96
2.618 95.60
1.618 94.77
1.000 94.26
0.618 93.94
HIGH 93.43
0.618 93.11
0.500 93.02
0.382 92.92
LOW 92.60
0.618 92.09
1.000 91.77
1.618 91.26
2.618 90.43
4.250 89.07
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 93.05 93.04
PP 93.03 93.02
S1 93.02 93.00

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

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