NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 92.73 92.68 -0.05 -0.1% 93.64
High 93.04 93.45 0.41 0.4% 93.67
Low 92.33 92.56 0.23 0.2% 91.52
Close 92.62 93.05 0.43 0.5% 92.82
Range 0.71 0.89 0.18 25.4% 2.15
ATR 1.18 1.16 -0.02 -1.7% 0.00
Volume 15,598 9,178 -6,420 -41.2% 96,289
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 95.69 95.26 93.54
R3 94.80 94.37 93.29
R2 93.91 93.91 93.21
R1 93.48 93.48 93.13 93.70
PP 93.02 93.02 93.02 93.13
S1 92.59 92.59 92.97 92.81
S2 92.13 92.13 92.89
S3 91.24 91.70 92.81
S4 90.35 90.81 92.56
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 99.12 98.12 94.00
R3 96.97 95.97 93.41
R2 94.82 94.82 93.21
R1 93.82 93.82 93.02 93.25
PP 92.67 92.67 92.67 92.38
S1 91.67 91.67 92.62 91.10
S2 90.52 90.52 92.43
S3 88.37 89.52 92.23
S4 86.22 87.37 91.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.45 91.52 1.93 2.1% 0.95 1.0% 79% True False 17,648
10 95.72 91.52 4.20 4.5% 1.22 1.3% 36% False False 18,107
20 98.03 91.52 6.51 7.0% 1.17 1.3% 24% False False 16,561
40 101.87 91.52 10.35 11.1% 1.12 1.2% 15% False False 14,627
60 102.53 91.52 11.01 11.8% 1.04 1.1% 14% False False 12,758
80 102.53 91.52 11.01 11.8% 0.93 1.0% 14% False False 10,475
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.23
2.618 95.78
1.618 94.89
1.000 94.34
0.618 94.00
HIGH 93.45
0.618 93.11
0.500 93.01
0.382 92.90
LOW 92.56
0.618 92.01
1.000 91.67
1.618 91.12
2.618 90.23
4.250 88.78
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 93.04 92.96
PP 93.02 92.88
S1 93.01 92.79

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

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