NYMEX Light Sweet Crude Oil Future January 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 92.72 92.03 -0.69 -0.7% 95.61
High 93.10 92.60 -0.50 -0.5% 96.26
Low 91.81 91.98 0.17 0.2% 92.94
Close 92.02 92.41 0.39 0.4% 94.16
Range 1.29 0.62 -0.67 -51.9% 3.32
ATR 1.25 1.21 -0.05 -3.6% 0.00
Volume 16,961 24,055 7,094 41.8% 88,871
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 94.19 93.92 92.75
R3 93.57 93.30 92.58
R2 92.95 92.95 92.52
R1 92.68 92.68 92.47 92.82
PP 92.33 92.33 92.33 92.40
S1 92.06 92.06 92.35 92.20
S2 91.71 91.71 92.30
S3 91.09 91.44 92.24
S4 90.47 90.82 92.07
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 104.41 102.61 95.99
R3 101.09 99.29 95.07
R2 97.77 97.77 94.77
R1 95.97 95.97 94.46 95.21
PP 94.45 94.45 94.45 94.08
S1 92.65 92.65 93.86 91.89
S2 91.13 91.13 93.55
S3 87.81 89.33 93.25
S4 84.49 86.01 92.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.54 91.81 3.73 4.0% 1.43 1.5% 16% False False 19,932
10 96.50 91.81 4.69 5.1% 1.22 1.3% 13% False False 18,087
20 99.36 91.81 7.55 8.2% 1.17 1.3% 8% False False 16,250
40 102.53 91.81 10.72 11.6% 1.11 1.2% 6% False False 13,954
60 102.53 91.81 10.72 11.6% 1.01 1.1% 6% False False 11,862
80 102.53 91.81 10.72 11.6% 0.91 1.0% 6% False False 9,889
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 95.24
2.618 94.22
1.618 93.60
1.000 93.22
0.618 92.98
HIGH 92.60
0.618 92.36
0.500 92.29
0.382 92.22
LOW 91.98
0.618 91.60
1.000 91.36
1.618 90.98
2.618 90.36
4.250 89.35
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 92.37 92.74
PP 92.33 92.63
S1 92.29 92.52

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

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