NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 94.83 94.79 -0.04 0.0% 97.30
High 94.88 95.10 0.22 0.2% 97.39
Low 93.80 94.44 0.64 0.7% 93.80
Close 94.50 95.00 0.50 0.5% 94.50
Range 1.08 0.66 -0.42 -38.9% 3.59
ATR 1.00 0.97 -0.02 -2.4% 0.00
Volume 13,989 9,364 -4,625 -33.1% 53,796
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.83 96.57 95.36
R3 96.17 95.91 95.18
R2 95.51 95.51 95.12
R1 95.25 95.25 95.06 95.38
PP 94.85 94.85 94.85 94.91
S1 94.59 94.59 94.94 94.72
S2 94.19 94.19 94.88
S3 93.53 93.93 94.82
S4 92.87 93.27 94.64
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 106.00 103.84 96.47
R3 102.41 100.25 95.49
R2 98.82 98.82 95.16
R1 96.66 96.66 94.83 95.95
PP 95.23 95.23 95.23 94.87
S1 93.07 93.07 94.17 92.36
S2 91.64 91.64 93.84
S3 88.05 89.48 93.51
S4 84.46 85.89 92.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.85 93.80 3.05 3.2% 0.98 1.0% 39% False False 10,136
10 98.02 93.80 4.22 4.4% 0.96 1.0% 28% False False 10,563
20 99.04 93.80 5.24 5.5% 0.99 1.0% 23% False False 9,970
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 97.91
2.618 96.83
1.618 96.17
1.000 95.76
0.618 95.51
HIGH 95.10
0.618 94.85
0.500 94.77
0.382 94.69
LOW 94.44
0.618 94.03
1.000 93.78
1.618 93.37
2.618 92.71
4.250 91.64
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 94.92 94.93
PP 94.85 94.85
S1 94.77 94.78

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

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