NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 92.62 93.00 0.38 0.4% 95.02
High 93.60 93.00 -0.60 -0.6% 95.38
Low 92.57 91.84 -0.73 -0.8% 92.48
Close 93.59 92.23 -1.36 -1.5% 93.59
Range 1.03 1.16 0.13 12.6% 2.90
ATR 1.06 1.11 0.05 4.7% 0.00
Volume 11,274 11,251 -23 -0.2% 47,108
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 95.84 95.19 92.87
R3 94.68 94.03 92.55
R2 93.52 93.52 92.44
R1 92.87 92.87 92.34 92.62
PP 92.36 92.36 92.36 92.23
S1 91.71 91.71 92.12 91.46
S2 91.20 91.20 92.02
S3 90.04 90.55 91.91
S4 88.88 89.39 91.59
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 95.10 91.84 3.26 3.5% 1.28 1.4% 12% False True 9,868
10 95.56 91.84 3.72 4.0% 1.06 1.1% 10% False True 9,752
20 98.02 91.84 6.18 6.7% 1.01 1.1% 6% False True 10,158
40 100.52 91.84 8.68 9.4% 0.94 1.0% 4% False True 9,054
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.93
2.618 96.04
1.618 94.88
1.000 94.16
0.618 93.72
HIGH 93.00
0.618 92.56
0.500 92.42
0.382 92.28
LOW 91.84
0.618 91.12
1.000 90.68
1.618 89.96
2.618 88.80
4.250 86.91
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 92.42 93.37
PP 92.36 92.99
S1 92.29 92.61

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

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