NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 94.96 95.40 0.44 0.5% 95.09
High 95.48 95.94 0.46 0.5% 95.94
Low 94.48 94.80 0.32 0.3% 94.48
Close 95.28 95.24 -0.04 0.0% 95.24
Range 1.00 1.14 0.14 14.0% 1.46
ATR 0.98 0.99 0.01 1.2% 0.00
Volume 4,718 7,478 2,760 58.5% 28,551
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 98.75 98.13 95.87
R3 97.61 96.99 95.55
R2 96.47 96.47 95.45
R1 95.85 95.85 95.34 95.59
PP 95.33 95.33 95.33 95.20
S1 94.71 94.71 95.14 94.45
S2 94.19 94.19 95.03
S3 93.05 93.57 94.93
S4 91.91 92.43 94.61
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 99.60 98.88 96.04
R3 98.14 97.42 95.64
R2 96.68 96.68 95.51
R1 95.96 95.96 95.37 96.32
PP 95.22 95.22 95.22 95.40
S1 94.50 94.50 95.11 94.86
S2 93.76 93.76 94.97
S3 92.30 93.04 94.84
S4 90.84 91.58 94.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.94 94.48 1.46 1.5% 0.93 1.0% 52% True False 5,710
10 98.12 94.18 3.94 4.1% 1.06 1.1% 27% False False 5,923
20 98.68 94.18 4.50 4.7% 0.99 1.0% 24% False False 6,296
40 101.33 94.18 7.15 7.5% 0.88 0.9% 15% False False 4,919
60 101.33 94.18 7.15 7.5% 0.77 0.8% 15% False False 3,857
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.79
2.618 98.92
1.618 97.78
1.000 97.08
0.618 96.64
HIGH 95.94
0.618 95.50
0.500 95.37
0.382 95.24
LOW 94.80
0.618 94.10
1.000 93.66
1.618 92.96
2.618 91.82
4.250 89.96
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 95.37 95.23
PP 95.33 95.22
S1 95.28 95.21

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

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