NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 93.85 91.95 -1.90 -2.0% 92.73
High 93.87 94.16 0.29 0.3% 94.05
Low 91.41 91.91 0.50 0.5% 92.33
Close 91.62 93.91 2.29 2.5% 94.01
Range 2.46 2.25 -0.21 -8.5% 1.72
ATR 1.20 1.30 0.10 7.9% 0.00
Volume 25,566 32,917 7,351 28.8% 75,789
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 100.08 99.24 95.15
R3 97.83 96.99 94.53
R2 95.58 95.58 94.32
R1 94.74 94.74 94.12 95.16
PP 93.33 93.33 93.33 93.54
S1 92.49 92.49 93.70 92.91
S2 91.08 91.08 93.50
S3 88.83 90.24 93.29
S4 86.58 87.99 92.67
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 94.16 91.41 2.75 2.9% 1.44 1.5% 91% True False 21,899
10 94.16 91.41 2.75 2.9% 1.20 1.3% 91% True False 19,774
20 96.50 91.41 5.09 5.4% 1.23 1.3% 49% False False 18,646
40 99.83 91.41 8.42 9.0% 1.20 1.3% 30% False False 16,485
60 102.53 91.41 11.12 11.8% 1.09 1.2% 22% False False 13,710
80 102.53 91.41 11.12 11.8% 0.97 1.0% 22% False False 11,649
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.72
2.618 100.05
1.618 97.80
1.000 96.41
0.618 95.55
HIGH 94.16
0.618 93.30
0.500 93.04
0.382 92.77
LOW 91.91
0.618 90.52
1.000 89.66
1.618 88.27
2.618 86.02
4.250 82.35
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 93.62 93.54
PP 93.33 93.16
S1 93.04 92.79

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

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