NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 11-Aug-2014
Day Change Summary
Previous Current
08-Aug-2014 11-Aug-2014 Change Change % Previous Week
Open 95.40 95.25 -0.15 -0.2% 95.09
High 95.94 95.71 -0.23 -0.2% 95.94
Low 94.80 95.11 0.31 0.3% 94.48
Close 95.24 95.53 0.29 0.3% 95.24
Range 1.14 0.60 -0.54 -47.4% 1.46
ATR 0.99 0.96 -0.03 -2.8% 0.00
Volume 7,478 4,786 -2,692 -36.0% 28,551
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 97.25 96.99 95.86
R3 96.65 96.39 95.70
R2 96.05 96.05 95.64
R1 95.79 95.79 95.59 95.92
PP 95.45 95.45 95.45 95.52
S1 95.19 95.19 95.48 95.32
S2 94.85 94.85 95.42
S3 94.25 94.59 95.37
S4 93.65 93.99 95.20
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% 0.91 1.0% 72% False False 5,616
10 97.63 94.18 3.45 3.6% 1.01 1.1% 39% False False 5,503
20 98.68 94.18 4.50 4.7% 0.98 1.0% 30% False False 6,392
40 101.33 94.18 7.15 7.5% 0.86 0.9% 19% False False 4,904
60 101.33 94.18 7.15 7.5% 0.78 0.8% 19% False False 3,901
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 98.26
2.618 97.28
1.618 96.68
1.000 96.31
0.618 96.08
HIGH 95.71
0.618 95.48
0.500 95.41
0.382 95.34
LOW 95.11
0.618 94.74
1.000 94.51
1.618 94.14
2.618 93.54
4.250 92.56
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 95.49 95.42
PP 95.45 95.32
S1 95.41 95.21

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

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