NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	92.59	92.67	0.08	0.1%	93.00
High	92.78	93.21	0.43	0.5%	93.00
Low	92.18	92.42	0.24	0.3%	91.32
Close	92.48	92.89	0.41	0.4%	92.61
Range	0.60	0.79	0.19	31.7%	1.68
ATR	1.03	1.01	-0.02	-1.6%	0.00
Volume	8,560	5,514	-3,046	-35.6%	52,487

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.21	94.84	93.32
R3	94.42	94.05	93.11
R2	93.63	93.63	93.03
R1	93.26	93.26	92.96	93.45
PP	92.84	92.84	92.84	92.93
S1	92.47	92.47	92.82	92.66
S2	92.05	92.05	92.75
S3	91.26	91.68	92.67
S4	90.47	90.89	92.46

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.35	96.66	93.53
R3	95.67	94.98	93.07
R2	93.99	93.99	92.92
R1	93.30	93.30	92.76	92.81
PP	92.31	92.31	92.31	92.06
S1	91.62	91.62	92.46	91.13
S2	90.63	90.63	92.30
S3	88.95	89.94	92.15
S4	87.27	88.26	91.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.21	91.32	1.89	2.0%	0.81	0.9%	83%	True	False	9,309
10	95.10	91.32	3.78	4.1%	1.06	1.1%	42%	False	False	9,714
20	96.85	91.32	5.53	6.0%	0.99	1.1%	28%	False	False	9,752
40	100.33	91.32	9.01	9.7%	0.95	1.0%	17%	False	False	9,508

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	0.19
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	96.57
2.618	95.28
1.618	94.49
1.000	94.00
0.618	93.70
HIGH	93.21
0.618	92.91
0.500	92.82
0.382	92.72
LOW	92.42
0.618	91.93
1.000	91.63
1.618	91.14
2.618	90.35
4.250	89.06

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	92.87	92.78
PP	92.84	92.67
S1	92.82	92.57

Download as Excel Spreadsheet

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

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