NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 15-Apr-2014
Day Change Summary
Previous Current
14-Apr-2014 15-Apr-2014 Change Change % Previous Week
Open 103.56 103.60 0.04 0.0% 100.91
High 104.55 104.05 -0.50 -0.5% 104.44
Low 103.34 102.91 -0.43 -0.4% 99.92
Close 104.05 103.75 -0.30 -0.3% 103.74
Range 1.21 1.14 -0.07 -5.8% 4.52
ATR 1.46 1.44 -0.02 -1.6% 0.00
Volume 237,213 215,848 -21,365 -9.0% 1,363,177
Daily Pivots for day following 15-Apr-2014
Classic Woodie Camarilla DeMark
R4 106.99 106.51 104.38
R3 105.85 105.37 104.06
R2 104.71 104.71 103.96
R1 104.23 104.23 103.85 104.47
PP 103.57 103.57 103.57 103.69
S1 103.09 103.09 103.65 103.33
S2 102.43 102.43 103.54
S3 101.29 101.95 103.44
S4 100.15 100.81 103.12
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 116.26 114.52 106.23
R3 111.74 110.00 104.98
R2 107.22 107.22 104.57
R1 105.48 105.48 104.15 106.35
PP 102.70 102.70 102.70 103.14
S1 100.96 100.96 103.33 101.83
S2 98.18 98.18 102.91
S3 93.66 96.44 102.50
S4 89.14 91.92 101.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.55 102.03 2.52 2.4% 1.25 1.2% 68% False False 252,361
10 104.55 98.86 5.69 5.5% 1.34 1.3% 86% False False 243,679
20 104.55 98.09 6.46 6.2% 1.39 1.3% 88% False False 225,144
40 104.55 97.00 7.55 7.3% 1.48 1.4% 89% False False 162,555
60 104.55 93.13 11.42 11.0% 1.44 1.4% 93% False False 123,171
80 104.55 91.35 13.20 12.7% 1.39 1.3% 94% False False 98,046
100 104.55 91.35 13.20 12.7% 1.34 1.3% 94% False False 81,350
120 104.55 91.35 13.20 12.7% 1.29 1.2% 94% False False 69,751
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.90
2.618 107.03
1.618 105.89
1.000 105.19
0.618 104.75
HIGH 104.05
0.618 103.61
0.500 103.48
0.382 103.35
LOW 102.91
0.618 102.21
1.000 101.77
1.618 101.07
2.618 99.93
4.250 98.07
Fisher Pivots for day following 15-Apr-2014
Pivot 1 day 3 day
R1 103.66 103.74
PP 103.57 103.74
S1 103.48 103.73

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

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