NYMEX Light Sweet Crude Oil Future April 2015

Trading Metrics calculated at close of trading on 13-Aug-2014

Day Change Summary
	Previous	Current
	12-Aug-2014	13-Aug-2014	Change	Change %	Previous Week
Open	94.44	94.14	-0.30	-0.3%	93.98
High	94.44	94.76	0.32	0.3%	95.01
Low	93.73	93.87	0.14	0.1%	93.81
Close	94.17	94.70	0.53	0.6%	94.43
Range	0.71	0.89	0.18	25.4%	1.20
ATR	0.86	0.86	0.00	0.3%	0.00
Volume	2,490	2,071	-419	-16.8%	13,850

Daily Pivots for day following 13-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.11	96.80	95.19
R3	96.22	95.91	94.94
R2	95.33	95.33	94.86
R1	95.02	95.02	94.78	95.18
PP	94.44	94.44	94.44	94.52
S1	94.13	94.13	94.62	94.29
S2	93.55	93.55	94.54
S3	92.66	93.24	94.46
S4	91.77	92.35	94.21

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	93.73	1.28	1.4%	0.69	0.7%	76%	False	False	3,127
10	95.28	93.46	1.82	1.9%	0.71	0.7%	68%	False	False	2,778
20	97.35	93.46	3.89	4.1%	0.79	0.8%	32%	False	False	2,905

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	98.54
2.618	97.09
1.618	96.20
1.000	95.65
0.618	95.31
HIGH	94.76
0.618	94.42
0.500	94.32
0.382	94.21
LOW	93.87
0.618	93.32
1.000	92.98
1.618	92.43
2.618	91.54
4.250	90.09

Fisher Pivots for day following 13-Aug-2014
Pivot	1 day	3 day
R1	94.57	94.55
PP	94.44	94.40
S1	94.32	94.25

Download as Excel Spreadsheet

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

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