NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 08-Aug-2014

Day Change Summary
	Previous	Current
	07-Aug-2014	08-Aug-2014	Change	Change %	Previous Week
Open	94.96	95.40	0.44	0.5%	95.09
High	95.48	95.94	0.46	0.5%	95.94
Low	94.48	94.80	0.32	0.3%	94.48
Close	95.28	95.24	-0.04	0.0%	95.24
Range	1.00	1.14	0.14	14.0%	1.46
ATR	0.98	0.99	0.01	1.2%	0.00
Volume	4,718	7,478	2,760	58.5%	28,551

Daily Pivots for day following 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.75	98.13	95.87
R3	97.61	96.99	95.55
R2	96.47	96.47	95.45
R1	95.85	95.85	95.34	95.59
PP	95.33	95.33	95.33	95.20
S1	94.71	94.71	95.14	94.45
S2	94.19	94.19	95.03
S3	93.05	93.57	94.93
S4	91.91	92.43	94.61

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.60	98.88	96.04
R3	98.14	97.42	95.64
R2	96.68	96.68	95.51
R1	95.96	95.96	95.37	96.32
PP	95.22	95.22	95.22	95.40
S1	94.50	94.50	95.11	94.86
S2	93.76	93.76	94.97
S3	92.30	93.04	94.84
S4	90.84	91.58	94.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.94	94.48	1.46	1.5%	0.93	1.0%	52%	True	False	5,710
10	98.12	94.18	3.94	4.1%	1.06	1.1%	27%	False	False	5,923
20	98.68	94.18	4.50	4.7%	0.99	1.0%	24%	False	False	6,296
40	101.33	94.18	7.15	7.5%	0.88	0.9%	15%	False	False	4,919
60	101.33	94.18	7.15	7.5%	0.77	0.8%	15%	False	False	3,857

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	100.79
2.618	98.92
1.618	97.78
1.000	97.08
0.618	96.64
HIGH	95.94
0.618	95.50
0.500	95.37
0.382	95.24
LOW	94.80
0.618	94.10
1.000	93.66
1.618	92.96
2.618	91.82
4.250	89.96

Fisher Pivots for day following 08-Aug-2014
Pivot	1 day	3 day
R1	95.37	95.23
PP	95.33	95.22
S1	95.28	95.21

Download as Excel Spreadsheet

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

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