NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 19-Aug-2014

Day Change Summary
	Previous	Current
	18-Aug-2014	19-Aug-2014	Change	Change %	Previous Week
Open	93.29	92.92	-0.37	-0.4%	95.25
High	93.30	92.92	-0.38	-0.4%	95.71
Low	92.12	91.69	-0.43	-0.5%	92.76
Close	92.43	91.93	-0.50	-0.5%	93.90
Range	1.18	1.23	0.05	4.2%	2.95
ATR	1.13	1.14	0.01	0.6%	0.00
Volume	5,564	6,666	1,102	19.8%	28,802

Daily Pivots for day following 19-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.87	95.13	92.61
R3	94.64	93.90	92.27
R2	93.41	93.41	92.16
R1	92.67	92.67	92.04	92.43
PP	92.18	92.18	92.18	92.06
S1	91.44	91.44	91.82	91.20
S2	90.95	90.95	91.70
S3	89.72	90.21	91.59
S4	88.49	88.98	91.25

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.97	101.39	95.52
R3	100.02	98.44	94.71
R2	97.07	97.07	94.44
R1	95.49	95.49	94.17	94.81
PP	94.12	94.12	94.12	93.78
S1	92.54	92.54	93.63	91.86
S2	91.17	91.17	93.36
S3	88.22	89.59	93.09
S4	85.27	86.64	92.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.39	91.69	3.70	4.0%	1.36	1.5%	6%	False	True	6,345
10	95.94	91.69	4.25	4.6%	1.15	1.2%	6%	False	True	6,093
20	98.68	91.69	6.99	7.6%	1.09	1.2%	3%	False	True	6,167
40	101.33	91.69	9.64	10.5%	0.98	1.1%	2%	False	True	5,194
60	101.33	91.69	9.64	10.5%	0.86	0.9%	2%	False	True	4,331

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.20
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.15
2.618	96.14
1.618	94.91
1.000	94.15
0.618	93.68
HIGH	92.92
0.618	92.45
0.500	92.31
0.382	92.16
LOW	91.69
0.618	90.93
1.000	90.46
1.618	89.70
2.618	88.47
4.250	86.46

Fisher Pivots for day following 19-Aug-2014
Pivot	1 day	3 day
R1	92.31	92.80
PP	92.18	92.51
S1	92.06	92.22

Download as Excel Spreadsheet

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

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