NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 93.51 91.84 -1.67 -1.8% 92.77
High 93.60 93.81 0.21 0.2% 93.83
Low 91.44 91.84 0.40 0.4% 92.29
Close 91.56 93.74 2.18 2.4% 93.80
Range 2.16 1.97 -0.19 -8.8% 1.54
ATR 1.09 1.17 0.08 7.6% 0.00
Volume 12,072 14,840 2,768 22.9% 38,240
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 99.04 98.36 94.82
R3 97.07 96.39 94.28
R2 95.10 95.10 94.10
R1 94.42 94.42 93.92 94.76
PP 93.13 93.13 93.13 93.30
S1 92.45 92.45 93.56 92.79
S2 91.16 91.16 93.38
S3 89.19 90.48 93.20
S4 87.22 88.51 92.66
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 97.93 97.40 94.65
R3 96.39 95.86 94.22
R2 94.85 94.85 94.08
R1 94.32 94.32 93.94 94.59
PP 93.31 93.31 93.31 93.44
S1 92.78 92.78 93.66 93.05
S2 91.77 91.77 93.52
S3 90.23 91.24 93.38
S4 88.69 89.70 92.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.83 91.44 2.39 2.5% 1.26 1.3% 96% False False 10,061
10 93.83 91.44 2.39 2.5% 1.05 1.1% 96% False False 9,508
20 95.94 91.44 4.50 4.8% 1.10 1.2% 51% False False 7,800
40 99.09 91.44 7.65 8.2% 1.06 1.1% 30% False False 6,784
60 101.33 91.44 9.89 10.6% 0.94 1.0% 23% False False 5,662
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.18
2.618 98.97
1.618 97.00
1.000 95.78
0.618 95.03
HIGH 93.81
0.618 93.06
0.500 92.83
0.382 92.59
LOW 91.84
0.618 90.62
1.000 89.87
1.618 88.65
2.618 86.68
4.250 83.47
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 93.44 93.37
PP 93.13 93.00
S1 92.83 92.64

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

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