NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 93.09 92.90 -0.19 -0.2% 94.08
High 93.43 93.73 0.30 0.3% 94.11
Low 92.60 92.75 0.15 0.2% 91.66
Close 93.06 93.36 0.30 0.3% 92.92
Range 0.83 0.98 0.15 18.1% 2.45
ATR 1.25 1.23 -0.02 -1.5% 0.00
Volume 47,163 41,007 -6,156 -13.1% 330,083
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.22 95.77 93.90
R3 95.24 94.79 93.63
R2 94.26 94.26 93.54
R1 93.81 93.81 93.45 94.04
PP 93.28 93.28 93.28 93.39
S1 92.83 92.83 93.27 93.06
S2 92.30 92.30 93.18
S3 91.32 91.85 93.09
S4 90.34 90.87 92.82
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 93.73 92.23 1.50 1.6% 0.93 1.0% 75% True False 49,567
10 94.43 91.66 2.77 3.0% 1.16 1.2% 61% False False 57,804
20 96.98 91.66 5.32 5.7% 1.21 1.3% 32% False False 59,568
40 101.34 91.66 9.68 10.4% 1.25 1.3% 18% False False 62,266
60 103.66 91.66 12.00 12.9% 1.19 1.3% 14% False False 61,084
80 103.66 91.66 12.00 12.9% 1.12 1.2% 14% False False 55,796
100 103.66 91.66 12.00 12.9% 1.09 1.2% 14% False False 53,048
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.90
2.618 96.30
1.618 95.32
1.000 94.71
0.618 94.34
HIGH 93.73
0.618 93.36
0.500 93.24
0.382 93.12
LOW 92.75
0.618 92.14
1.000 91.77
1.618 91.16
2.618 90.18
4.250 88.59
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 93.32 93.30
PP 93.28 93.23
S1 93.24 93.17

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

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