NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 21-Apr-2014
Day Change Summary
Previous Current
17-Apr-2014 21-Apr-2014 Change Change % Previous Week
Open 103.84 104.54 0.70 0.7% 103.56
High 104.78 104.77 -0.01 0.0% 104.99
Low 103.54 103.85 0.31 0.3% 102.91
Close 104.30 104.37 0.07 0.1% 104.30
Range 1.24 0.92 -0.32 -25.8% 2.08
ATR 1.45 1.41 -0.04 -2.6% 0.00
Volume 191,342 115,095 -76,247 -39.8% 923,795
Daily Pivots for day following 21-Apr-2014
Classic Woodie Camarilla DeMark
R4 107.09 106.65 104.88
R3 106.17 105.73 104.62
R2 105.25 105.25 104.54
R1 104.81 104.81 104.45 104.57
PP 104.33 104.33 104.33 104.21
S1 103.89 103.89 104.29 103.65
S2 103.41 103.41 104.20
S3 102.49 102.97 104.12
S4 101.57 102.05 103.86
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 110.31 109.38 105.44
R3 108.23 107.30 104.87
R2 106.15 106.15 104.68
R1 105.22 105.22 104.49 105.69
PP 104.07 104.07 104.07 104.30
S1 103.14 103.14 104.11 103.61
S2 101.99 101.99 103.92
S3 99.91 101.06 103.73
S4 97.83 98.98 103.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.99 102.91 2.08 2.0% 1.28 1.2% 70% False False 207,778
10 104.99 99.92 5.07 4.9% 1.37 1.3% 88% False False 240,206
20 104.99 98.80 6.19 5.9% 1.38 1.3% 90% False False 218,818
40 104.99 97.00 7.99 7.7% 1.50 1.4% 92% False False 172,540
60 104.99 94.36 10.63 10.2% 1.44 1.4% 94% False False 131,519
80 104.99 91.35 13.64 13.1% 1.41 1.3% 95% False False 104,622
100 104.99 91.35 13.64 13.1% 1.34 1.3% 95% False False 86,933
120 104.99 91.35 13.64 13.1% 1.29 1.2% 95% False False 74,325
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 108.68
2.618 107.18
1.618 106.26
1.000 105.69
0.618 105.34
HIGH 104.77
0.618 104.42
0.500 104.31
0.382 104.20
LOW 103.85
0.618 103.28
1.000 102.93
1.618 102.36
2.618 101.44
4.250 99.94
Fisher Pivots for day following 21-Apr-2014
Pivot 1 day 3 day
R1 104.35 104.27
PP 104.33 104.16
S1 104.31 104.06

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

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