NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 95.14 93.85 -1.29 -1.4% 96.66
High 95.14 94.37 -0.77 -0.8% 97.67
Low 93.42 92.62 -0.80 -0.9% 93.85
Close 93.75 92.86 -0.89 -0.9% 95.32
Range 1.72 1.75 0.03 1.7% 3.82
ATR 1.46 1.49 0.02 1.4% 0.00
Volume 177,858 277,495 99,637 56.0% 769,031
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 98.53 97.45 93.82
R3 96.78 95.70 93.34
R2 95.03 95.03 93.18
R1 93.95 93.95 93.02 93.62
PP 93.28 93.28 93.28 93.12
S1 92.20 92.20 92.70 91.87
S2 91.53 91.53 92.54
S3 89.78 90.45 92.38
S4 88.03 88.70 91.90
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 107.07 105.02 97.42
R3 103.25 101.20 96.37
R2 99.43 99.43 96.02
R1 97.38 97.38 95.67 96.50
PP 95.61 95.61 95.61 95.17
S1 93.56 93.56 94.97 92.68
S2 91.79 91.79 94.62
S3 87.97 89.74 94.27
S4 84.15 85.92 93.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.88 92.62 4.26 4.6% 1.76 1.9% 6% False True 199,674
10 97.75 92.62 5.13 5.5% 1.49 1.6% 5% False True 158,475
20 101.82 92.62 9.20 9.9% 1.44 1.6% 3% False True 123,802
40 105.52 92.62 12.90 13.9% 1.38 1.5% 2% False True 87,039
60 105.55 92.62 12.93 13.9% 1.26 1.4% 2% False True 67,440
80 105.55 92.62 12.93 13.9% 1.17 1.3% 2% False True 54,590
100 105.55 92.62 12.93 13.9% 1.12 1.2% 2% False True 45,532
120 105.55 92.62 12.93 13.9% 1.09 1.2% 2% False True 39,074
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.81
2.618 98.95
1.618 97.20
1.000 96.12
0.618 95.45
HIGH 94.37
0.618 93.70
0.500 93.50
0.382 93.29
LOW 92.62
0.618 91.54
1.000 90.87
1.618 89.79
2.618 88.04
4.250 85.18
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 93.50 94.00
PP 93.28 93.62
S1 93.07 93.24

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

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