NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 11-Aug-2014
Day Change Summary
Previous Current
08-Aug-2014 11-Aug-2014 Change Change % Previous Week
Open 95.01 94.37 -0.64 -0.7% 93.98
High 95.01 94.70 -0.31 -0.3% 95.01
Low 94.31 94.34 0.03 0.0% 93.81
Close 94.43 94.70 0.27 0.3% 94.43
Range 0.70 0.36 -0.34 -48.6% 1.20
ATR 0.89 0.85 -0.04 -4.3% 0.00
Volume 5,174 4,304 -870 -16.8% 13,850
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 95.66 95.54 94.90
R3 95.30 95.18 94.80
R2 94.94 94.94 94.77
R1 94.82 94.82 94.73 94.88
PP 94.58 94.58 94.58 94.61
S1 94.46 94.46 94.67 94.52
S2 94.22 94.22 94.63
S3 93.86 94.10 94.60
S4 93.50 93.74 94.50
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 98.02 97.42 95.09
R3 96.82 96.22 94.76
R2 95.62 95.62 94.65
R1 95.02 95.02 94.54 95.32
PP 94.42 94.42 94.42 94.57
S1 93.82 93.82 94.32 94.12
S2 93.22 93.22 94.21
S3 92.02 92.62 94.10
S4 90.82 91.42 93.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.01 93.81 1.20 1.3% 0.62 0.7% 74% False False 3,215
10 96.44 93.46 2.98 3.1% 0.78 0.8% 42% False False 2,927
20 97.35 93.46 3.89 4.1% 0.79 0.8% 32% False False 3,054
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 96.23
2.618 95.64
1.618 95.28
1.000 95.06
0.618 94.92
HIGH 94.70
0.618 94.56
0.500 94.52
0.382 94.48
LOW 94.34
0.618 94.12
1.000 93.98
1.618 93.76
2.618 93.40
4.250 92.81
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 94.64 94.60
PP 94.58 94.51
S1 94.52 94.41

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

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