NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 93.03 92.70 -0.33 -0.4% 94.08
High 93.22 93.25 0.03 0.0% 94.11
Low 92.23 92.39 0.16 0.2% 91.66
Close 92.92 92.68 -0.24 -0.3% 92.92
Range 0.99 0.86 -0.13 -13.1% 2.45
ATR 1.34 1.31 -0.03 -2.6% 0.00
Volume 79,964 51,690 -28,274 -35.4% 330,083
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 95.35 94.88 93.15
R3 94.49 94.02 92.92
R2 93.63 93.63 92.84
R1 93.16 93.16 92.76 92.97
PP 92.77 92.77 92.77 92.68
S1 92.30 92.30 92.60 92.11
S2 91.91 91.91 92.52
S3 91.05 91.44 92.44
S4 90.19 90.58 92.21
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 100.25 99.03 94.27
R3 97.80 96.58 93.59
R2 95.35 95.35 93.37
R1 94.13 94.13 93.14 93.52
PP 92.90 92.90 92.90 92.59
S1 91.68 91.68 92.70 91.07
S2 90.45 90.45 92.47
S3 88.00 89.23 92.25
S4 85.55 86.78 91.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.50 91.66 1.84 2.0% 1.17 1.3% 55% False False 63,369
10 96.15 91.66 4.49 4.8% 1.37 1.5% 23% False False 62,021
20 98.92 91.66 7.26 7.8% 1.31 1.4% 14% False False 62,071
40 102.71 91.66 11.05 11.9% 1.26 1.4% 9% False False 62,889
60 103.66 91.66 12.00 12.9% 1.19 1.3% 9% False False 60,790
80 103.66 91.66 12.00 12.9% 1.12 1.2% 9% False False 55,615
100 103.66 91.66 12.00 12.9% 1.10 1.2% 9% False False 52,942
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.91
2.618 95.50
1.618 94.64
1.000 94.11
0.618 93.78
HIGH 93.25
0.618 92.92
0.500 92.82
0.382 92.72
LOW 92.39
0.618 91.86
1.000 91.53
1.618 91.00
2.618 90.14
4.250 88.74
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 92.82 92.65
PP 92.77 92.61
S1 92.73 92.58

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

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