NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 98.70 98.34 -0.36 -0.4% 98.90
High 98.91 99.03 0.12 0.1% 99.61
Low 98.10 98.21 0.11 0.1% 97.76
Close 98.57 98.93 0.36 0.4% 98.93
Range 0.81 0.82 0.01 1.2% 1.85
ATR 0.99 0.98 -0.01 -1.3% 0.00
Volume 8,375 7,859 -516 -6.2% 45,434
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 101.18 100.88 99.38
R3 100.36 100.06 99.16
R2 99.54 99.54 99.08
R1 99.24 99.24 99.01 99.39
PP 98.72 98.72 98.72 98.80
S1 98.42 98.42 98.85 98.57
S2 97.90 97.90 98.78
S3 97.08 97.60 98.70
S4 96.26 96.78 98.48
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 104.32 103.47 99.95
R3 102.47 101.62 99.44
R2 100.62 100.62 99.27
R1 99.77 99.77 99.10 100.20
PP 98.77 98.77 98.77 98.98
S1 97.92 97.92 98.76 98.35
S2 96.92 96.92 98.59
S3 95.07 96.07 98.42
S4 93.22 94.22 97.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.61 97.76 1.85 1.9% 0.90 0.9% 63% False False 9,086
10 99.61 96.32 3.29 3.3% 0.91 0.9% 79% False False 9,537
20 99.61 92.02 7.59 7.7% 0.96 1.0% 91% False False 8,548
40 99.61 89.73 9.88 10.0% 0.99 1.0% 93% False False 7,718
60 99.61 89.73 9.88 10.0% 0.86 0.9% 93% False False 6,844
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.52
2.618 101.18
1.618 100.36
1.000 99.85
0.618 99.54
HIGH 99.03
0.618 98.72
0.500 98.62
0.382 98.52
LOW 98.21
0.618 97.70
1.000 97.39
1.618 96.88
2.618 96.06
4.250 94.73
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 98.83 98.81
PP 98.72 98.69
S1 98.62 98.57

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

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