NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 92.83 93.18 0.35 0.4% 92.73
High 93.56 94.05 0.49 0.5% 94.05
Low 92.68 93.18 0.50 0.5% 92.33
Close 93.15 94.01 0.86 0.9% 94.01
Range 0.88 0.87 -0.01 -1.1% 1.72
ATR 1.11 1.09 -0.01 -1.3% 0.00
Volume 13,045 22,594 9,549 73.2% 75,789
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.36 96.05 94.49
R3 95.49 95.18 94.25
R2 94.62 94.62 94.17
R1 94.31 94.31 94.09 94.47
PP 93.75 93.75 93.75 93.82
S1 93.44 93.44 93.93 93.60
S2 92.88 92.88 93.85
S3 92.01 92.57 93.77
S4 91.14 91.70 93.53
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 98.62 98.04 94.96
R3 96.90 96.32 94.48
R2 95.18 95.18 94.33
R1 94.60 94.60 94.17 94.89
PP 93.46 93.46 93.46 93.61
S1 92.88 92.88 93.85 93.17
S2 91.74 91.74 93.69
S3 90.02 91.16 93.54
S4 88.30 89.44 93.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.05 92.33 1.72 1.8% 0.82 0.9% 98% True False 15,157
10 94.05 91.52 2.53 2.7% 1.00 1.1% 98% True False 17,207
20 96.50 91.52 4.98 5.3% 1.08 1.1% 50% False False 17,063
40 100.55 91.52 9.03 9.6% 1.12 1.2% 28% False False 15,349
60 102.53 91.52 11.01 11.7% 1.04 1.1% 23% False False 13,058
80 102.53 91.52 11.01 11.7% 0.93 1.0% 23% False False 11,011
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.75
2.618 96.33
1.618 95.46
1.000 94.92
0.618 94.59
HIGH 94.05
0.618 93.72
0.500 93.62
0.382 93.51
LOW 93.18
0.618 92.64
1.000 92.31
1.618 91.77
2.618 90.90
4.250 89.48
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 93.88 93.77
PP 93.75 93.53
S1 93.62 93.29

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

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