NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 21-Aug-2014

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	91.91	92.02	0.11	0.1%	95.25
High	92.40	93.01	0.61	0.7%	95.71
Low	91.91	91.44	-0.47	-0.5%	92.76
Close	92.27	92.68	0.41	0.4%	93.90
Range	0.49	1.57	1.08	220.4%	2.95
ATR	1.09	1.13	0.03	3.1%	0.00
Volume	12,303	6,587	-5,716	-46.5%	28,802

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.09	96.45	93.54
R3	95.52	94.88	93.11
R2	93.95	93.95	92.97
R1	93.31	93.31	92.82	93.63
PP	92.38	92.38	92.38	92.54
S1	91.74	91.74	92.54	92.06
S2	90.81	90.81	92.39
S3	89.24	90.17	92.25
S4	87.67	88.60	91.82

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	93.90	91.44	2.46	2.7%	1.10	1.2%	50%	False	True	7,635
10	95.94	91.44	4.50	4.9%	1.16	1.3%	28%	False	True	6,740
20	98.21	91.44	6.77	7.3%	1.11	1.2%	18%	False	True	6,178
40	101.17	91.44	9.73	10.5%	1.00	1.1%	13%	False	True	5,545
60	101.33	91.44	9.89	10.7%	0.87	0.9%	13%	False	True	4,594

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	99.68
2.618	97.12
1.618	95.55
1.000	94.58
0.618	93.98
HIGH	93.01
0.618	92.41
0.500	92.23
0.382	92.04
LOW	91.44
0.618	90.47
1.000	89.87
1.618	88.90
2.618	87.33
4.250	84.77

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	92.53	92.53
PP	92.38	92.38
S1	92.23	92.23

Download as Excel Spreadsheet

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

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