NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 91.91 92.02 0.11 0.1% 95.25
High 92.40 93.01 0.61 0.7% 95.71
Low 91.91 91.44 -0.47 -0.5% 92.76
Close 92.27 92.68 0.41 0.4% 93.90
Range 0.49 1.57 1.08 220.4% 2.95
ATR 1.09 1.13 0.03 3.1% 0.00
Volume 12,303 6,587 -5,716 -46.5% 28,802
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 97.09 96.45 93.54
R3 95.52 94.88 93.11
R2 93.95 93.95 92.97
R1 93.31 93.31 92.82 93.63
PP 92.38 92.38 92.38 92.54
S1 91.74 91.74 92.54 92.06
S2 90.81 90.81 92.39
S3 89.24 90.17 92.25
S4 87.67 88.60 91.82
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 102.97 101.39 95.52
R3 100.02 98.44 94.71
R2 97.07 97.07 94.44
R1 95.49 95.49 94.17 94.81
PP 94.12 94.12 94.12 93.78
S1 92.54 92.54 93.63 91.86
S2 91.17 91.17 93.36
S3 88.22 89.59 93.09
S4 85.27 86.64 92.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.90 91.44 2.46 2.7% 1.10 1.2% 50% False True 7,635
10 95.94 91.44 4.50 4.9% 1.16 1.3% 28% False True 6,740
20 98.21 91.44 6.77 7.3% 1.11 1.2% 18% False True 6,178
40 101.17 91.44 9.73 10.5% 1.00 1.1% 13% False True 5,545
60 101.33 91.44 9.89 10.7% 0.87 0.9% 13% False True 4,594
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.68
2.618 97.12
1.618 95.55
1.000 94.58
0.618 93.98
HIGH 93.01
0.618 92.41
0.500 92.23
0.382 92.04
LOW 91.44
0.618 90.47
1.000 89.87
1.618 88.90
2.618 87.33
4.250 84.77
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 92.53 92.53
PP 92.38 92.38
S1 92.23 92.23

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

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