NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 93.14 92.67 -0.47 -0.5% 93.29
High 93.20 93.44 0.24 0.3% 93.30
Low 92.49 92.67 0.18 0.2% 91.44
Close 92.88 93.02 0.14 0.2% 92.72
Range 0.71 0.77 0.06 8.5% 1.86
ATR 1.02 1.00 -0.02 -1.8% 0.00
Volume 9,587 6,029 -3,558 -37.1% 42,159
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 95.35 94.96 93.44
R3 94.58 94.19 93.23
R2 93.81 93.81 93.16
R1 93.42 93.42 93.09 93.62
PP 93.04 93.04 93.04 93.14
S1 92.65 92.65 92.95 92.85
S2 92.27 92.27 92.88
S3 91.50 91.88 92.81
S4 90.73 91.11 92.60
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 98.07 97.25 93.74
R3 96.21 95.39 93.23
R2 94.35 94.35 93.06
R1 93.53 93.53 92.89 93.01
PP 92.49 92.49 92.49 92.23
S1 91.67 91.67 92.55 91.15
S2 90.63 90.63 92.38
S3 88.77 89.81 92.21
S4 86.91 87.95 91.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.44 92.03 1.41 1.5% 0.72 0.8% 70% True False 8,300
10 93.90 91.44 2.46 2.6% 0.91 1.0% 64% False False 7,967
20 95.94 91.44 4.50 4.8% 0.99 1.1% 35% False False 6,896
40 99.89 91.44 8.45 9.1% 0.99 1.1% 19% False False 6,130
60 101.33 91.44 9.89 10.6% 0.89 1.0% 16% False False 5,177
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.71
2.618 95.46
1.618 94.69
1.000 94.21
0.618 93.92
HIGH 93.44
0.618 93.15
0.500 93.06
0.382 92.96
LOW 92.67
0.618 92.19
1.000 91.90
1.618 91.42
2.618 90.65
4.250 89.40
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 93.06 93.00
PP 93.04 92.98
S1 93.03 92.97

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

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