NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 94.85 94.40 -0.45 -0.5% 94.79
High 94.85 95.10 0.25 0.3% 95.56
Low 93.97 94.19 0.22 0.2% 94.25
Close 94.53 95.04 0.51 0.5% 94.83
Range 0.88 0.91 0.03 3.4% 1.31
ATR 0.95 0.94 0.00 -0.3% 0.00
Volume 7,511 10,031 2,520 33.6% 48,530
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 97.51 97.18 95.54
R3 96.60 96.27 95.29
R2 95.69 95.69 95.21
R1 95.36 95.36 95.12 95.53
PP 94.78 94.78 94.78 94.86
S1 94.45 94.45 94.96 94.62
S2 93.87 93.87 94.87
S3 92.96 93.54 94.79
S4 92.05 92.63 94.54
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 98.81 98.13 95.55
R3 97.50 96.82 95.19
R2 96.19 96.19 95.07
R1 95.51 95.51 94.95 95.85
PP 94.88 94.88 94.88 95.05
S1 94.20 94.20 94.71 94.54
S2 93.57 93.57 94.59
S3 92.26 92.89 94.47
S4 90.95 91.58 94.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.56 93.97 1.59 1.7% 0.87 0.9% 67% False False 8,757
10 95.76 93.80 1.96 2.1% 0.88 0.9% 63% False False 9,887
20 98.02 93.80 4.22 4.4% 0.94 1.0% 29% False False 10,638
40 100.52 93.80 6.72 7.1% 0.86 0.9% 18% False False 8,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.20
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.97
2.618 97.48
1.618 96.57
1.000 96.01
0.618 95.66
HIGH 95.10
0.618 94.75
0.500 94.65
0.382 94.54
LOW 94.19
0.618 93.63
1.000 93.28
1.618 92.72
2.618 91.81
4.250 90.32
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 94.91 94.92
PP 94.78 94.80
S1 94.65 94.68

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

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