NYMEX Light Sweet Crude Oil Future January 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 95.03 95.23 0.20 0.2% 95.32
High 95.72 95.54 -0.18 -0.2% 96.50
Low 94.75 92.94 -1.81 -1.9% 94.83
Close 95.65 93.10 -2.55 -2.7% 95.67
Range 0.97 2.60 1.63 168.0% 1.67
ATR 1.08 1.20 0.12 10.8% 0.00
Volume 17,223 20,436 3,213 18.7% 80,328
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 101.66 99.98 94.53
R3 99.06 97.38 93.82
R2 96.46 96.46 93.58
R1 94.78 94.78 93.34 94.32
PP 93.86 93.86 93.86 93.63
S1 92.18 92.18 92.86 91.72
S2 91.26 91.26 92.62
S3 88.66 89.58 92.39
S4 86.06 86.98 91.67
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.68 99.84 96.59
R3 99.01 98.17 96.13
R2 97.34 97.34 95.98
R1 96.50 96.50 95.82 96.92
PP 95.67 95.67 95.67 95.88
S1 94.83 94.83 95.52 95.25
S2 94.00 94.00 95.36
S3 92.33 93.16 95.21
S4 90.66 91.49 94.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.50 92.94 3.56 3.8% 1.31 1.4% 4% False True 17,492
10 96.50 92.94 3.56 3.8% 1.15 1.2% 4% False True 16,420
20 99.36 92.94 6.42 6.9% 1.15 1.2% 2% False True 16,593
40 102.53 92.94 9.59 10.3% 1.08 1.2% 2% False True 12,605
60 102.53 92.94 9.59 10.3% 0.97 1.0% 2% False True 10,820
80 102.53 92.94 9.59 10.3% 0.89 1.0% 2% False True 9,078
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 0.25
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 106.59
2.618 102.35
1.618 99.75
1.000 98.14
0.618 97.15
HIGH 95.54
0.618 94.55
0.500 94.24
0.382 93.93
LOW 92.94
0.618 91.33
1.000 90.34
1.618 88.73
2.618 86.13
4.250 81.89
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 94.24 94.33
PP 93.86 93.92
S1 93.48 93.51

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

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