NYMEX Light Sweet Crude Oil Future April 2015

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	92.92	93.23	0.31	0.3%	92.35
High	93.50	93.23	-0.27	-0.3%	93.50
Low	92.90	91.41	-1.49	-1.6%	92.05
Close	93.49	91.41	-2.08	-2.2%	93.49
Range	0.60	1.82	1.22	203.3%	1.45
ATR	0.85	0.94	0.09	10.3%	0.00
Volume	5,207	4,748	-459	-8.8%	17,068

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.48	96.26	92.41
R3	95.66	94.44	91.91
R2	93.84	93.84	91.74
R1	92.62	92.62	91.58	92.32
PP	92.02	92.02	92.02	91.87
S1	90.80	90.80	91.24	90.50
S2	90.20	90.20	91.08
S3	88.38	88.98	90.91
S4	86.56	87.16	90.41

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.36	96.88	94.29
R3	95.91	95.43	93.89
R2	94.46	94.46	93.76
R1	93.98	93.98	93.62	94.22
PP	93.01	93.01	93.01	93.14
S1	92.53	92.53	93.36	92.77
S2	91.56	91.56	93.22
S3	90.11	91.08	93.09
S4	88.66	89.63	92.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.50	91.41	2.09	2.3%	0.89	1.0%	0%	False	True	3,720
10	93.50	91.23	2.27	2.5%	0.77	0.8%	8%	False	False	3,274
20	95.01	91.23	3.78	4.1%	0.82	0.9%	5%	False	False	3,102

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	0.12
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	100.97
2.618	97.99
1.618	96.17
1.000	95.05
0.618	94.35
HIGH	93.23
0.618	92.53
0.500	92.32
0.382	92.11
LOW	91.41
0.618	90.29
1.000	89.59
1.618	88.47
2.618	86.65
4.250	83.68

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	92.32	92.46
PP	92.02	92.11
S1	91.71	91.76

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols