NYMEX Light Sweet Crude Oil Future April 2015

Trading Metrics calculated at close of trading on 14-Aug-2014

Day Change Summary
	Previous	Current
	13-Aug-2014	14-Aug-2014	Change	Change %	Previous Week
Open	94.14	94.52	0.38	0.4%	93.98
High	94.76	94.52	-0.24	-0.3%	95.01
Low	93.87	92.26	-1.61	-1.7%	93.81
Close	94.70	92.34	-2.36	-2.5%	94.43
Range	0.89	2.26	1.37	153.9%	1.20
ATR	0.86	0.97	0.11	13.1%	0.00
Volume	2,071	2,376	305	14.7%	13,850

Daily Pivots for day following 14-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.82	98.34	93.58
R3	97.56	96.08	92.96
R2	95.30	95.30	92.75
R1	93.82	93.82	92.55	93.43
PP	93.04	93.04	93.04	92.85
S1	91.56	91.56	92.13	91.17
S2	90.78	90.78	91.93
S3	88.52	89.30	91.72
S4	86.26	87.04	91.10

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	92.26	2.75	3.0%	0.98	1.1%	3%	False	True	3,283
10	95.01	92.26	2.75	3.0%	0.83	0.9%	3%	False	True	2,833
20	97.35	92.26	5.09	5.5%	0.86	0.9%	2%	False	True	2,941

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 28 trading days

Fibonacci Retracements and Extensions
4.250	104.13
2.618	100.44
1.618	98.18
1.000	96.78
0.618	95.92
HIGH	94.52
0.618	93.66
0.500	93.39
0.382	93.12
LOW	92.26
0.618	90.86
1.000	90.00
1.618	88.60
2.618	86.34
4.250	82.66

Fisher Pivots for day following 14-Aug-2014
Pivot	1 day	3 day
R1	93.39	93.51
PP	93.04	93.12
S1	92.69	92.73

Download as Excel Spreadsheet

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

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