NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 01-Aug-2014

Day Change Summary
	Previous	Current
	31-Jul-2014	01-Aug-2014	Change	Change %	Previous Week
Open	95.58	94.83	-0.75	-0.8%	97.30
High	95.76	94.88	-0.88	-0.9%	97.39
Low	94.67	93.80	-0.87	-0.9%	93.80
Close	94.92	94.50	-0.42	-0.4%	94.50
Range	1.09	1.08	-0.01	-0.9%	3.59
ATR	0.99	1.00	0.01	1.0%	0.00
Volume	9,799	13,989	4,190	42.8%	53,796

Daily Pivots for day following 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.63	97.15	95.09
R3	96.55	96.07	94.80
R2	95.47	95.47	94.70
R1	94.99	94.99	94.60	94.69
PP	94.39	94.39	94.39	94.25
S1	93.91	93.91	94.40	93.61
S2	93.31	93.31	94.30
S3	92.23	92.83	94.20
S4	91.15	91.75	93.91

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.00	103.84	96.47
R3	102.41	100.25	95.49
R2	98.82	98.82	95.16
R1	96.66	96.66	94.83	95.95
PP	95.23	95.23	95.23	94.87
S1	93.07	93.07	94.17	92.36
S2	91.64	91.64	93.84
S3	88.05	89.48	93.51
S4	84.46	85.89	92.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.39	93.80	3.59	3.8%	1.05	1.1%	19%	False	True	10,759
10	98.02	93.80	4.22	4.5%	1.02	1.1%	17%	False	True	10,956
20	99.08	93.80	5.28	5.6%	0.98	1.0%	13%	False	True	9,671

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	0.17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.47
2.618	97.71
1.618	96.63
1.000	95.96
0.618	95.55
HIGH	94.88
0.618	94.47
0.500	94.34
0.382	94.21
LOW	93.80
0.618	93.13
1.000	92.72
1.618	92.05
2.618	90.97
4.250	89.21

Fisher Pivots for day following 01-Aug-2014
Pivot	1 day	3 day
R1	94.45	95.33
PP	94.39	95.05
S1	94.34	94.78

Download as Excel Spreadsheet

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

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