NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 92.92 91.91 -1.01 -1.1% 95.25
High 92.92 92.40 -0.52 -0.6% 95.71
Low 91.69 91.91 0.22 0.2% 92.76
Close 91.93 92.27 0.34 0.4% 93.90
Range 1.23 0.49 -0.74 -60.2% 2.95
ATR 1.14 1.09 -0.05 -4.1% 0.00
Volume 6,666 12,303 5,637 84.6% 28,802
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 93.66 93.46 92.54
R3 93.17 92.97 92.40
R2 92.68 92.68 92.36
R1 92.48 92.48 92.31 92.58
PP 92.19 92.19 92.19 92.25
S1 91.99 91.99 92.23 92.09
S2 91.70 91.70 92.18
S3 91.21 91.50 92.14
S4 90.72 91.01 92.00
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 95.25 91.69 3.56 3.9% 1.28 1.4% 16% False False 7,615
10 95.94 91.69 4.25 4.6% 1.11 1.2% 14% False False 6,553
20 98.68 91.69 6.99 7.6% 1.07 1.2% 8% False False 6,318
40 101.33 91.69 9.64 10.4% 0.98 1.1% 6% False False 5,451
60 101.33 91.69 9.64 10.4% 0.86 0.9% 6% False False 4,515
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 0.16
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 94.48
2.618 93.68
1.618 93.19
1.000 92.89
0.618 92.70
HIGH 92.40
0.618 92.21
0.500 92.16
0.382 92.10
LOW 91.91
0.618 91.61
1.000 91.42
1.618 91.12
2.618 90.63
4.250 89.83
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 92.23 92.50
PP 92.19 92.42
S1 92.16 92.35

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

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