NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 94.81 92.62 -2.19 -2.3% 95.02
High 94.90 93.60 -1.30 -1.4% 95.38
Low 92.48 92.57 0.09 0.1% 92.48
Close 92.63 93.59 0.96 1.0% 93.59
Range 2.42 1.03 -1.39 -57.4% 2.90
ATR 1.06 1.06 0.00 -0.2% 0.00
Volume 9,277 11,274 1,997 21.5% 47,108
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.34 96.00 94.16
R3 95.31 94.97 93.87
R2 94.28 94.28 93.78
R1 93.94 93.94 93.68 94.11
PP 93.25 93.25 93.25 93.34
S1 92.91 92.91 93.50 93.08
S2 92.22 92.22 93.40
S3 91.19 91.88 93.31
S4 90.16 90.85 93.02
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 102.52 100.95 95.19
R3 99.62 98.05 94.39
R2 96.72 96.72 94.12
R1 95.15 95.15 93.86 94.49
PP 93.82 93.82 93.82 93.48
S1 92.25 92.25 93.32 91.59
S2 90.92 90.92 93.06
S3 88.02 89.35 92.79
S4 85.12 86.45 92.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.38 92.48 2.90 3.1% 1.19 1.3% 38% False False 9,421
10 95.56 92.48 3.08 3.3% 1.01 1.1% 36% False False 9,563
20 98.02 92.48 5.54 5.9% 1.01 1.1% 20% False False 10,259
40 100.52 92.48 8.04 8.6% 0.92 1.0% 14% False False 9,002
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.98
2.618 96.30
1.618 95.27
1.000 94.63
0.618 94.24
HIGH 93.60
0.618 93.21
0.500 93.09
0.382 92.96
LOW 92.57
0.618 91.93
1.000 91.54
1.618 90.90
2.618 89.87
4.250 88.19
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 93.42 93.79
PP 93.25 93.72
S1 93.09 93.66

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

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