NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 94.40 94.81 0.41 0.4% 94.79
High 95.10 94.90 -0.20 -0.2% 95.56
Low 94.19 92.48 -1.71 -1.8% 94.25
Close 95.04 92.63 -2.41 -2.5% 94.83
Range 0.91 2.42 1.51 165.9% 1.31
ATR 0.94 1.06 0.12 12.2% 0.00
Volume 10,031 9,277 -754 -7.5% 48,530
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.60 99.03 93.96
R3 98.18 96.61 93.30
R2 95.76 95.76 93.07
R1 94.19 94.19 92.85 93.77
PP 93.34 93.34 93.34 93.12
S1 91.77 91.77 92.41 91.35
S2 90.92 90.92 92.19
S3 88.50 89.35 91.96
S4 86.08 86.93 91.30
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 92.48 3.08 3.3% 1.20 1.3% 5% False True 9,168
10 95.56 92.48 3.08 3.3% 1.01 1.1% 5% False True 9,835
20 98.02 92.48 5.54 6.0% 1.01 1.1% 3% False True 10,711
40 100.52 92.48 8.04 8.7% 0.92 1.0% 2% False True 8,932
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 105.19
2.618 101.24
1.618 98.82
1.000 97.32
0.618 96.40
HIGH 94.90
0.618 93.98
0.500 93.69
0.382 93.40
LOW 92.48
0.618 90.98
1.000 90.06
1.618 88.56
2.618 86.14
4.250 82.20
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 93.69 93.79
PP 93.34 93.40
S1 92.98 93.02

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

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