NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 92.56 92.77 0.21 0.2% 93.29
High 92.75 92.88 0.13 0.1% 93.30
Low 92.03 92.29 0.26 0.3% 91.44
Close 92.72 92.56 -0.16 -0.2% 92.72
Range 0.72 0.59 -0.13 -18.1% 1.86
ATR 1.10 1.06 -0.04 -3.3% 0.00
Volume 11,039 9,392 -1,647 -14.9% 42,159
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 94.35 94.04 92.88
R3 93.76 93.45 92.72
R2 93.17 93.17 92.67
R1 92.86 92.86 92.61 92.72
PP 92.58 92.58 92.58 92.51
S1 92.27 92.27 92.51 92.13
S2 91.99 91.99 92.45
S3 91.40 91.68 92.40
S4 90.81 91.09 92.24
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 98.07 97.25 93.74
R3 96.21 95.39 93.23
R2 94.35 94.35 93.06
R1 93.53 93.53 92.89 93.01
PP 92.49 92.49 92.49 92.23
S1 91.67 91.67 92.55 91.15
S2 90.63 90.63 92.38
S3 88.77 89.81 92.21
S4 86.91 87.95 91.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.01 91.44 1.57 1.7% 0.92 1.0% 71% False False 9,197
10 95.39 91.44 3.95 4.3% 1.12 1.2% 28% False False 7,556
20 97.63 91.44 6.19 6.7% 1.06 1.1% 18% False False 6,530
40 101.11 91.44 9.67 10.4% 1.00 1.1% 12% False False 5,861
60 101.33 91.44 9.89 10.7% 0.88 0.9% 11% False False 4,886
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.39
2.618 94.42
1.618 93.83
1.000 93.47
0.618 93.24
HIGH 92.88
0.618 92.65
0.500 92.59
0.382 92.52
LOW 92.29
0.618 91.93
1.000 91.70
1.618 91.34
2.618 90.75
4.250 89.78
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 92.59 92.45
PP 92.58 92.34
S1 92.57 92.23

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

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