NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 07-May-2014

Day Change Summary
	Previous	Current
	06-May-2014	07-May-2014	Change	Change %	Previous Week
Open	94.37	94.42	0.05	0.1%	96.30
High	95.03	95.39	0.36	0.4%	96.82
Low	94.20	94.31	0.11	0.1%	94.02
Close	94.25	95.32	1.07	1.1%	94.84
Range	0.83	1.08	0.25	30.1%	2.80
ATR	1.04	1.05	0.01	0.7%	0.00
Volume	24,998	38,832	13,834	55.3%	209,169

Daily Pivots for day following 07-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.25	97.86	95.91
R3	97.17	96.78	95.62
R2	96.09	96.09	95.52
R1	95.70	95.70	95.42	95.90
PP	95.01	95.01	95.01	95.10
S1	94.62	94.62	95.22	94.82
S2	93.93	93.93	95.12
S3	92.85	93.54	95.02
S4	91.77	92.46	94.73

Weekly Pivots for week ending 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.63	102.03	96.38
R3	100.83	99.23	95.61
R2	98.03	98.03	95.35
R1	96.43	96.43	95.10	95.83
PP	95.23	95.23	95.23	94.93
S1	93.63	93.63	94.58	93.03
S2	92.43	92.43	94.33
S3	89.63	90.83	94.07
S4	86.83	88.03	93.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.39	93.98	1.41	1.5%	0.98	1.0%	95%	True	False	38,279
10	97.47	93.98	3.49	3.7%	1.05	1.1%	38%	False	False	40,583
20	97.85	93.98	3.87	4.1%	0.97	1.0%	35%	False	False	42,091
40	97.85	92.25	5.60	5.9%	1.02	1.1%	55%	False	False	38,102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.98
2.618	98.22
1.618	97.14
1.000	96.47
0.618	96.06
HIGH	95.39
0.618	94.98
0.500	94.85
0.382	94.72
LOW	94.31
0.618	93.64
1.000	93.23
1.618	92.56
2.618	91.48
4.250	89.72

Fisher Pivots for day following 07-May-2014
Pivot	1 day	3 day
R1	95.16	95.11
PP	95.01	94.90
S1	94.85	94.69

Download as Excel Spreadsheet

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

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