NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 93.01 93.51 0.50 0.5% 92.59
High 93.68 93.55 -0.13 -0.1% 93.68
Low 93.01 91.35 -1.66 -1.8% 92.18
Close 93.66 91.51 -2.15 -2.3% 93.66
Range 0.67 2.20 1.53 228.4% 1.50
ATR 0.95 1.05 0.10 10.2% 0.00
Volume 12,799 16,309 3,510 27.4% 45,918
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 98.74 97.32 92.72
R3 96.54 95.12 92.12
R2 94.34 94.34 91.91
R1 92.92 92.92 91.71 92.53
PP 92.14 92.14 92.14 91.94
S1 90.72 90.72 91.31 90.33
S2 89.94 89.94 91.11
S3 87.74 88.52 90.91
S4 85.54 86.32 90.30
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 97.67 97.17 94.49
R3 96.17 95.67 94.07
R2 94.67 94.67 93.94
R1 94.17 94.17 93.80 94.42
PP 93.17 93.17 93.17 93.30
S1 92.67 92.67 93.52 92.92
S2 91.67 91.67 93.39
S3 90.17 91.17 93.25
S4 88.67 89.67 92.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.68 91.35 2.33 2.5% 1.00 1.1% 7% False True 10,733
10 93.68 91.32 2.36 2.6% 0.93 1.0% 8% False False 10,346
20 95.56 91.32 4.24 4.6% 0.99 1.1% 4% False False 10,049
40 99.04 91.32 7.72 8.4% 0.99 1.1% 2% False False 10,010
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 12 trading days
Fibonacci Retracements and Extensions
4.250 102.90
2.618 99.31
1.618 97.11
1.000 95.75
0.618 94.91
HIGH 93.55
0.618 92.71
0.500 92.45
0.382 92.19
LOW 91.35
0.618 89.99
1.000 89.15
1.618 87.79
2.618 85.59
4.250 82.00
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 92.45 92.52
PP 92.14 92.18
S1 91.82 91.85

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

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