NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 11-Aug-2014
Day Change Summary
Previous Current
08-Aug-2014 11-Aug-2014 Change Change % Previous Week
Open 96.20 95.61 -0.59 -0.6% 95.32
High 96.50 96.26 -0.24 -0.2% 96.50
Low 95.28 95.51 0.23 0.2% 94.83
Close 95.67 95.95 0.28 0.3% 95.67
Range 1.22 0.75 -0.47 -38.5% 1.67
ATR 1.10 1.08 -0.03 -2.3% 0.00
Volume 20,941 15,340 -5,601 -26.7% 80,328
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 98.16 97.80 96.36
R3 97.41 97.05 96.16
R2 96.66 96.66 96.09
R1 96.30 96.30 96.02 96.48
PP 95.91 95.91 95.91 96.00
S1 95.55 95.55 95.88 95.73
S2 95.16 95.16 95.81
S3 94.41 94.80 95.74
S4 93.66 94.05 95.54
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.68 99.84 96.59
R3 99.01 98.17 96.13
R2 97.34 97.34 95.98
R1 96.50 96.50 95.82 96.92
PP 95.67 95.67 95.67 95.88
S1 94.83 94.83 95.52 95.25
S2 94.00 94.00 95.36
S3 92.33 93.16 95.21
S4 90.66 91.49 94.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.50 94.83 1.67 1.7% 0.99 1.0% 67% False False 15,974
10 98.09 94.59 3.50 3.6% 1.11 1.2% 39% False False 14,936
20 99.36 94.59 4.77 5.0% 1.10 1.2% 29% False False 15,907
40 102.53 94.59 7.94 8.3% 1.02 1.1% 17% False False 12,025
60 102.53 94.59 7.94 8.3% 0.91 1.0% 17% False False 10,179
80 102.53 93.32 9.21 9.6% 0.85 0.9% 29% False False 8,540
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 99.45
2.618 98.22
1.618 97.47
1.000 97.01
0.618 96.72
HIGH 96.26
0.618 95.97
0.500 95.89
0.382 95.80
LOW 95.51
0.618 95.05
1.000 94.76
1.618 94.30
2.618 93.55
4.250 92.32
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 95.93 95.86
PP 95.91 95.76
S1 95.89 95.67

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

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