NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 93.00 91.53 -1.47 -1.6% 93.51
High 93.22 91.65 -1.57 -1.7% 93.80
Low 91.72 90.82 -0.90 -1.0% 91.35
Close 92.10 91.51 -0.59 -0.6% 92.10
Range 1.50 0.83 -0.67 -44.7% 2.45
ATR 1.16 1.17 0.01 0.8% 0.00
Volume 12,715 13,526 811 6.4% 64,214
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 93.82 93.49 91.97
R3 92.99 92.66 91.74
R2 92.16 92.16 91.66
R1 91.83 91.83 91.59 91.58
PP 91.33 91.33 91.33 91.20
S1 91.00 91.00 91.43 90.75
S2 90.50 90.50 91.36
S3 89.67 90.17 91.28
S4 88.84 89.34 91.05
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 99.77 98.38 93.45
R3 97.32 95.93 92.77
R2 94.87 94.87 92.55
R1 93.48 93.48 92.32 92.95
PP 92.42 92.42 92.42 92.15
S1 91.03 91.03 91.88 90.50
S2 89.97 89.97 91.65
S3 87.52 88.58 91.43
S4 85.07 86.13 90.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.80 90.82 2.98 3.3% 1.50 1.6% 23% False True 15,548
10 93.80 90.82 2.98 3.3% 1.09 1.2% 23% False True 12,365
20 95.38 90.82 4.56 5.0% 1.09 1.2% 15% False True 11,162
40 98.02 90.82 7.20 7.9% 1.02 1.1% 10% False True 10,936
60 100.52 90.82 9.70 10.6% 0.94 1.0% 7% False True 9,777
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 95.18
2.618 93.82
1.618 92.99
1.000 92.48
0.618 92.16
HIGH 91.65
0.618 91.33
0.500 91.24
0.382 91.14
LOW 90.82
0.618 90.31
1.000 89.99
1.618 89.48
2.618 88.65
4.250 87.29
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 91.42 92.21
PP 91.33 91.97
S1 91.24 91.74

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

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