NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 93.18 93.85 0.67 0.7% 92.73
High 94.05 93.87 -0.18 -0.2% 94.05
Low 93.18 91.41 -1.77 -1.9% 92.33
Close 94.01 91.62 -2.39 -2.5% 94.01
Range 0.87 2.46 1.59 182.8% 1.72
ATR 1.09 1.20 0.11 9.8% 0.00
Volume 22,594 25,566 2,972 13.2% 75,789
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 99.68 98.11 92.97
R3 97.22 95.65 92.30
R2 94.76 94.76 92.07
R1 93.19 93.19 91.85 92.75
PP 92.30 92.30 92.30 92.08
S1 90.73 90.73 91.39 90.29
S2 89.84 89.84 91.17
S3 87.38 88.27 90.94
S4 84.92 85.81 90.27
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 91.41 2.64 2.9% 1.17 1.3% 8% False True 17,151
10 94.05 91.41 2.64 2.9% 1.10 1.2% 8% False True 18,178
20 96.50 91.41 5.09 5.6% 1.16 1.3% 4% False True 17,552
40 100.38 91.41 8.97 9.8% 1.16 1.3% 2% False True 15,815
60 102.53 91.41 11.12 12.1% 1.07 1.2% 2% False True 13,328
80 102.53 91.41 11.12 12.1% 0.95 1.0% 2% False True 11,278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 104.33
2.618 100.31
1.618 97.85
1.000 96.33
0.618 95.39
HIGH 93.87
0.618 92.93
0.500 92.64
0.382 92.35
LOW 91.41
0.618 89.89
1.000 88.95
1.618 87.43
2.618 84.97
4.250 80.96
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 92.64 92.73
PP 92.30 92.36
S1 91.96 91.99

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

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