NYMEX Light Sweet Crude Oil Future April 2015

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	92.13	91.72	-0.41	-0.4%	94.37
High	92.14	92.04	-0.10	-0.1%	94.76
Low	91.45	91.72	0.27	0.3%	92.26
Close	91.64	91.93	0.29	0.3%	93.25
Range	0.69	0.32	-0.37	-53.6%	2.50
ATR	0.99	0.95	-0.04	-4.3%	0.00
Volume	2,313	3,040	727	31.4%	13,378

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	92.86	92.71	92.11
R3	92.54	92.39	92.02
R2	92.22	92.22	91.99
R1	92.07	92.07	91.96	92.15
PP	91.90	91.90	91.90	91.93
S1	91.75	91.75	91.90	91.83
S2	91.58	91.58	91.87
S3	91.26	91.43	91.84
S4	90.94	91.11	91.75

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.92	99.59	94.63
R3	98.42	97.09	93.94
R2	95.92	95.92	93.71
R1	94.59	94.59	93.48	94.01
PP	93.42	93.42	93.42	93.13
S1	92.09	92.09	93.02	91.51
S2	90.92	90.92	92.79
S3	88.42	89.59	92.56
S4	85.92	87.09	91.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.52	91.45	3.07	3.3%	1.03	1.1%	16%	False	False	2,802
10	95.01	91.45	3.56	3.9%	0.86	0.9%	13%	False	False	2,965
20	97.18	91.45	5.73	6.2%	0.85	0.9%	8%	False	False	2,878

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	93.40
2.618	92.88
1.618	92.56
1.000	92.36
0.618	92.24
HIGH	92.04
0.618	91.92
0.500	91.88
0.382	91.84
LOW	91.72
0.618	91.52
1.000	91.40
1.618	91.20
2.618	90.88
4.250	90.36

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	91.91	92.03
PP	91.90	91.99
S1	91.88	91.96

Download as Excel Spreadsheet

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

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