NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 94.91 94.72 -0.19 -0.2% 97.30
High 95.11 95.09 -0.02 0.0% 97.39
Low 94.27 94.33 0.06 0.1% 93.80
Close 94.61 94.46 -0.15 -0.2% 94.50
Range 0.84 0.76 -0.08 -9.5% 3.59
ATR 0.96 0.95 -0.01 -1.5% 0.00
Volume 7,630 14,304 6,674 87.5% 53,796
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.91 96.44 94.88
R3 96.15 95.68 94.67
R2 95.39 95.39 94.60
R1 94.92 94.92 94.53 94.78
PP 94.63 94.63 94.63 94.55
S1 94.16 94.16 94.39 94.02
S2 93.87 93.87 94.32
S3 93.11 93.40 94.25
S4 92.35 92.64 94.04
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 95.76 93.80 1.96 2.1% 0.89 0.9% 34% False False 11,017
10 97.98 93.80 4.18 4.4% 0.93 1.0% 16% False False 10,814
20 98.49 93.80 4.69 5.0% 0.99 1.0% 14% False False 10,528
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.32
2.618 97.08
1.618 96.32
1.000 95.85
0.618 95.56
HIGH 95.09
0.618 94.80
0.500 94.71
0.382 94.62
LOW 94.33
0.618 93.86
1.000 93.57
1.618 93.10
2.618 92.34
4.250 91.10
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 94.71 94.69
PP 94.63 94.61
S1 94.54 94.54

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

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