NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 93.84 93.41 -0.43 -0.5% 94.40
High 94.10 93.75 -0.35 -0.4% 94.42
Low 92.98 91.88 -1.10 -1.2% 91.51
Close 93.25 92.40 -0.85 -0.9% 92.40
Range 1.12 1.87 0.75 67.0% 2.91
ATR 1.42 1.45 0.03 2.3% 0.00
Volume 81,381 70,756 -10,625 -13.1% 330,179
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 98.29 97.21 93.43
R3 96.42 95.34 92.91
R2 94.55 94.55 92.74
R1 93.47 93.47 92.57 93.08
PP 92.68 92.68 92.68 92.48
S1 91.60 91.60 92.23 91.21
S2 90.81 90.81 92.06
S3 88.94 89.73 91.89
S4 87.07 87.86 91.37
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 101.51 99.86 94.00
R3 98.60 96.95 93.20
R2 95.69 95.69 92.93
R1 94.04 94.04 92.67 93.41
PP 92.78 92.78 92.78 92.46
S1 91.13 91.13 92.13 90.50
S2 89.87 89.87 91.87
S3 86.96 88.22 91.60
S4 84.05 85.31 90.80
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% 1.90 2.1% 31% False False 83,199
10 94.42 91.51 2.91 3.1% 1.41 1.5% 31% False False 66,383
20 96.98 91.51 5.47 5.9% 1.42 1.5% 16% False False 63,878
40 100.35 91.51 8.84 9.6% 1.36 1.5% 10% False False 65,905
60 103.66 91.51 12.15 13.1% 1.28 1.4% 7% False False 63,525
80 103.66 91.51 12.15 13.1% 1.17 1.3% 7% False False 58,693
100 103.66 91.51 12.15 13.1% 1.14 1.2% 7% False False 54,894
120 103.66 91.51 12.15 13.1% 1.12 1.2% 7% False False 51,698
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.70
2.618 98.65
1.618 96.78
1.000 95.62
0.618 94.91
HIGH 93.75
0.618 93.04
0.500 92.82
0.382 92.59
LOW 91.88
0.618 90.72
1.000 90.01
1.618 88.85
2.618 86.98
4.250 83.93
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 92.82 93.15
PP 92.68 92.90
S1 92.54 92.65

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

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