NYMEX Light Sweet Crude Oil Future April 2015

Trading Metrics calculated at close of trading on 19-Aug-2014

Day Change Summary
	Previous	Current
	18-Aug-2014	19-Aug-2014	Change	Change %	Previous Week
Open	92.46	92.13	-0.33	-0.4%	94.37
High	92.60	92.14	-0.46	-0.5%	94.76
Low	91.68	91.45	-0.23	-0.3%	92.26
Close	91.98	91.64	-0.34	-0.4%	93.25
Range	0.92	0.69	-0.23	-25.0%	2.50
ATR	1.02	0.99	-0.02	-2.3%	0.00
Volume	4,147	2,313	-1,834	-44.2%	13,378

Daily Pivots for day following 19-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	93.81	93.42	92.02
R3	93.12	92.73	91.83
R2	92.43	92.43	91.77
R1	92.04	92.04	91.70	91.89
PP	91.74	91.74	91.74	91.67
S1	91.35	91.35	91.58	91.20
S2	91.05	91.05	91.51
S3	90.36	90.66	91.45
S4	89.67	89.97	91.26

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.92	99.59	94.63
R3	98.42	97.09	93.94
R2	95.92	95.92	93.71
R1	94.59	94.59	93.48	94.01
PP	93.42	93.42	93.42	93.13
S1	92.09	92.09	93.02	91.51
S2	90.92	90.92	92.79
S3	88.42	89.59	92.56
S4	85.92	87.09	91.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.76	91.45	3.31	3.6%	1.14	1.2%	6%	False	True	2,608
10	95.01	91.45	3.56	3.9%	0.88	1.0%	5%	False	True	2,998
20	97.35	91.45	5.90	6.4%	0.87	1.0%	3%	False	True	2,848

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	0.10
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	95.07
2.618	93.95
1.618	93.26
1.000	92.83
0.618	92.57
HIGH	92.14
0.618	91.88
0.500	91.80
0.382	91.71
LOW	91.45
0.618	91.02
1.000	90.76
1.618	90.33
2.618	89.64
4.250	88.52

Fisher Pivots for day following 19-Aug-2014
Pivot	1 day	3 day
R1	91.80	92.35
PP	91.74	92.11
S1	91.69	91.88

Download as Excel Spreadsheet

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

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