NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 92.48 92.75 0.27 0.3% 92.34
High 92.90 93.33 0.43 0.5% 93.33
Low 92.28 92.75 0.47 0.5% 92.04
Close 92.66 93.33 0.67 0.7% 93.33
Range 0.62 0.58 -0.04 -6.5% 1.29
ATR 0.86 0.85 -0.01 -1.6% 0.00
Volume 1,887 3,397 1,510 80.0% 11,289
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 94.88 94.68 93.65
R3 94.30 94.10 93.49
R2 93.72 93.72 93.44
R1 93.52 93.52 93.38 93.62
PP 93.14 93.14 93.14 93.19
S1 92.94 92.94 93.28 93.04
S2 92.56 92.56 93.22
S3 91.98 92.36 93.17
S4 91.40 91.78 93.01
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 96.77 96.34 94.04
R3 95.48 95.05 93.68
R2 94.19 94.19 93.57
R1 93.76 93.76 93.45 93.98
PP 92.90 92.90 92.90 93.01
S1 92.47 92.47 93.21 92.69
S2 91.61 91.61 93.09
S3 90.32 91.18 92.98
S4 89.03 89.89 92.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.33 92.04 1.29 1.4% 0.47 0.5% 100% True False 2,257
10 93.33 91.00 2.33 2.5% 0.59 0.6% 100% True False 2,367
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.80
2.618 94.85
1.618 94.27
1.000 93.91
0.618 93.69
HIGH 93.33
0.618 93.11
0.500 93.04
0.382 92.97
LOW 92.75
0.618 92.39
1.000 92.17
1.618 91.81
2.618 91.23
4.250 90.29
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 93.23 93.16
PP 93.14 92.98
S1 93.04 92.81

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

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