NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 93.00 92.33 -0.67 -0.7% 95.02
High 93.00 92.65 -0.35 -0.4% 95.38
Low 91.84 91.63 -0.21 -0.2% 92.48
Close 92.23 91.82 -0.41 -0.4% 93.59
Range 1.16 1.02 -0.14 -12.1% 2.90
ATR 1.11 1.10 -0.01 -0.6% 0.00
Volume 11,251 8,761 -2,490 -22.1% 47,108
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 95.09 94.48 92.38
R3 94.07 93.46 92.10
R2 93.05 93.05 92.01
R1 92.44 92.44 91.91 92.24
PP 92.03 92.03 92.03 91.93
S1 91.42 91.42 91.73 91.22
S2 91.01 91.01 91.63
S3 89.99 90.40 91.54
S4 88.97 89.38 91.26
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 102.52 100.95 95.19
R3 99.62 98.05 94.39
R2 96.72 96.72 94.12
R1 95.15 95.15 93.86 94.49
PP 93.82 93.82 93.82 93.48
S1 92.25 92.25 93.32 91.59
S2 90.92 90.92 93.06
S3 88.02 89.35 92.79
S4 85.12 86.45 92.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.10 91.63 3.47 3.8% 1.31 1.4% 5% False True 10,118
10 95.56 91.63 3.93 4.3% 1.08 1.2% 5% False True 9,865
20 98.01 91.63 6.38 6.9% 1.02 1.1% 3% False True 10,085
40 100.52 91.63 8.89 9.7% 0.94 1.0% 2% False True 9,166
Crabel Price Patterns
NR True
NR4 True
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 0.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.99
2.618 95.32
1.618 94.30
1.000 93.67
0.618 93.28
HIGH 92.65
0.618 92.26
0.500 92.14
0.382 92.02
LOW 91.63
0.618 91.00
1.000 90.61
1.618 89.98
2.618 88.96
4.250 87.30
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 92.14 92.62
PP 92.03 92.35
S1 91.93 92.09

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

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