NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 95.34 95.09 -0.25 -0.3% 97.99
High 95.55 95.57 0.02 0.0% 98.12
Low 94.67 94.65 -0.02 0.0% 94.18
Close 95.02 94.81 -0.21 -0.2% 94.92
Range 0.88 0.92 0.04 4.5% 3.94
ATR 0.98 0.98 0.00 -0.4% 0.00
Volume 3,397 7,705 4,308 126.8% 30,683
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 97.77 97.21 95.32
R3 96.85 96.29 95.06
R2 95.93 95.93 94.98
R1 95.37 95.37 94.89 95.19
PP 95.01 95.01 95.01 94.92
S1 94.45 94.45 94.73 94.27
S2 94.09 94.09 94.64
S3 93.17 93.53 94.56
S4 92.25 92.61 94.30
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 107.56 105.18 97.09
R3 103.62 101.24 96.00
R2 99.68 99.68 95.64
R1 97.30 97.30 95.28 96.52
PP 95.74 95.74 95.74 95.35
S1 93.36 93.36 94.56 92.58
S2 91.80 91.80 94.20
S3 87.86 89.42 93.84
S4 83.92 85.48 92.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.27 94.18 2.09 2.2% 0.98 1.0% 30% False False 5,752
10 98.68 94.18 4.50 4.7% 1.04 1.1% 14% False False 6,084
20 99.09 94.18 4.91 5.2% 1.04 1.1% 13% False False 6,000
40 101.33 94.18 7.15 7.5% 0.86 0.9% 9% False False 4,735
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.48
2.618 97.98
1.618 97.06
1.000 96.49
0.618 96.14
HIGH 95.57
0.618 95.22
0.500 95.11
0.382 95.00
LOW 94.65
0.618 94.08
1.000 93.73
1.618 93.16
2.618 92.24
4.250 90.74
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 95.11 95.11
PP 95.01 95.01
S1 94.91 94.91

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

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