NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 91.76 93.24 1.48 1.6% 92.34
High 93.40 93.24 -0.16 -0.2% 93.33
Low 91.76 92.26 0.50 0.5% 92.04
Close 93.26 92.47 -0.79 -0.8% 93.33
Range 1.64 0.98 -0.66 -40.2% 1.29
ATR 1.01 1.01 0.00 -0.1% 0.00
Volume 3,509 2,704 -805 -22.9% 11,289
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.60 95.01 93.01
R3 94.62 94.03 92.74
R2 93.64 93.64 92.65
R1 93.05 93.05 92.56 92.86
PP 92.66 92.66 92.66 92.56
S1 92.07 92.07 92.38 91.88
S2 91.68 91.68 92.29
S3 90.70 91.09 92.20
S4 89.72 90.11 91.93
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.77 96.34 94.04
R3 95.48 95.05 93.68
R2 94.19 94.19 93.57
R1 93.76 93.76 93.45 93.98
PP 92.90 92.90 92.90 93.01
S1 92.47 92.47 93.21 92.69
S2 91.61 91.61 93.09
S3 90.32 91.18 92.98
S4 89.03 89.89 92.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.40 91.31 2.09 2.3% 1.12 1.2% 56% False False 2,955
10 93.40 91.00 2.40 2.6% 0.86 0.9% 61% False False 2,582
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 0.04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.41
2.618 95.81
1.618 94.83
1.000 94.22
0.618 93.85
HIGH 93.24
0.618 92.87
0.500 92.75
0.382 92.63
LOW 92.26
0.618 91.65
1.000 91.28
1.618 90.67
2.618 89.69
4.250 88.10
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 92.75 92.43
PP 92.66 92.39
S1 92.56 92.36

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

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