NYMEX Light Sweet Crude Oil Future December 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 94.08 92.96 -1.12 -1.2% 95.82
High 94.11 93.32 -0.79 -0.8% 96.73
Low 92.45 91.89 -0.56 -0.6% 93.09
Close 92.77 92.10 -0.67 -0.7% 94.39
Range 1.66 1.43 -0.23 -13.9% 3.64
ATR 1.38 1.38 0.00 0.3% 0.00
Volume 64,928 51,863 -13,065 -20.1% 286,877
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.73 95.84 92.89
R3 95.30 94.41 92.49
R2 93.87 93.87 92.36
R1 92.98 92.98 92.23 92.71
PP 92.44 92.44 92.44 92.30
S1 91.55 91.55 91.97 91.28
S2 91.01 91.01 91.84
S3 89.58 90.12 91.71
S4 88.15 88.69 91.31
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 105.66 103.66 96.39
R3 102.02 100.02 95.39
R2 98.38 98.38 95.06
R1 96.38 96.38 94.72 95.56
PP 94.74 94.74 94.74 94.33
S1 92.74 92.74 94.06 91.92
S2 91.10 91.10 93.72
S3 87.46 89.10 93.39
S4 83.82 85.46 92.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.02 91.89 4.13 4.5% 1.62 1.8% 5% False True 62,414
10 96.98 91.89 5.09 5.5% 1.39 1.5% 4% False True 61,219
20 100.08 91.89 8.19 8.9% 1.33 1.4% 3% False True 60,758
40 103.66 91.89 11.77 12.8% 1.27 1.4% 2% False True 61,414
60 103.66 91.89 11.77 12.8% 1.18 1.3% 2% False True 58,774
80 103.66 91.89 11.77 12.8% 1.12 1.2% 2% False True 54,419
100 103.66 91.89 11.77 12.8% 1.09 1.2% 2% False True 51,626
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.40
2.618 97.06
1.618 95.63
1.000 94.75
0.618 94.20
HIGH 93.32
0.618 92.77
0.500 92.61
0.382 92.44
LOW 91.89
0.618 91.01
1.000 90.46
1.618 89.58
2.618 88.15
4.250 85.81
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 92.61 93.16
PP 92.44 92.81
S1 92.27 92.45

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

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