NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 92.07 93.84 1.77 1.9% 92.70
High 94.42 94.10 -0.32 -0.3% 94.41
Low 91.93 92.98 1.05 1.1% 92.39
Close 94.16 93.25 -0.91 -1.0% 94.37
Range 2.49 1.12 -1.37 -55.0% 2.02
ATR 1.44 1.42 -0.02 -1.3% 0.00
Volume 94,407 81,381 -13,026 -13.8% 253,689
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.80 96.15 93.87
R3 95.68 95.03 93.56
R2 94.56 94.56 93.46
R1 93.91 93.91 93.35 93.68
PP 93.44 93.44 93.44 93.33
S1 92.79 92.79 93.15 92.56
S2 92.32 92.32 93.04
S3 91.20 91.67 92.94
S4 90.08 90.55 92.63
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 99.78 99.10 95.48
R3 97.76 97.08 94.93
R2 95.74 95.74 94.74
R1 95.06 95.06 94.56 95.40
PP 93.72 93.72 93.72 93.90
S1 93.04 93.04 94.18 93.38
S2 91.70 91.70 94.00
S3 89.68 91.02 93.81
S4 87.66 89.00 93.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.42 91.51 2.91 3.1% 1.72 1.8% 60% False False 77,249
10 94.42 91.51 2.91 3.1% 1.41 1.5% 60% False False 64,369
20 96.98 91.51 5.47 5.9% 1.38 1.5% 32% False False 63,246
40 100.35 91.51 8.84 9.5% 1.35 1.4% 20% False False 65,647
60 103.66 91.51 12.15 13.0% 1.25 1.3% 14% False False 63,374
80 103.66 91.51 12.15 13.0% 1.16 1.2% 14% False False 58,164
100 103.66 91.51 12.15 13.0% 1.13 1.2% 14% False False 54,640
120 103.66 91.51 12.15 13.0% 1.11 1.2% 14% False False 51,327
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.86
2.618 97.03
1.618 95.91
1.000 95.22
0.618 94.79
HIGH 94.10
0.618 93.67
0.500 93.54
0.382 93.41
LOW 92.98
0.618 92.29
1.000 91.86
1.618 91.17
2.618 90.05
4.250 88.22
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 93.54 93.16
PP 93.44 93.06
S1 93.35 92.97

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

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