NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 06-May-2014
Day Change Summary
Previous Current
05-May-2014 06-May-2014 Change Change % Previous Week
Open 98.30 97.75 -0.55 -0.6% 99.31
High 98.69 98.60 -0.09 -0.1% 100.45
Low 97.30 97.67 0.37 0.4% 97.30
Close 97.82 97.70 -0.12 -0.1% 98.16
Range 1.39 0.93 -0.46 -33.1% 3.15
ATR 1.19 1.17 -0.02 -1.6% 0.00
Volume 31,991 30,729 -1,262 -3.9% 179,847
Daily Pivots for day following 06-May-2014
Classic Woodie Camarilla DeMark
R4 100.78 100.17 98.21
R3 99.85 99.24 97.96
R2 98.92 98.92 97.87
R1 98.31 98.31 97.79 98.15
PP 97.99 97.99 97.99 97.91
S1 97.38 97.38 97.61 97.22
S2 97.06 97.06 97.53
S3 96.13 96.45 97.44
S4 95.20 95.52 97.19
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 108.09 106.27 99.89
R3 104.94 103.12 99.03
R2 101.79 101.79 98.74
R1 99.97 99.97 98.45 99.31
PP 98.64 98.64 98.64 98.30
S1 96.82 96.82 97.87 96.16
S2 95.49 95.49 97.58
S3 92.34 93.67 97.29
S4 89.19 90.52 96.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.16 97.30 1.86 1.9% 1.08 1.1% 22% False False 37,097
10 100.92 97.30 3.62 3.7% 1.09 1.1% 11% False False 34,275
20 102.04 97.30 4.74 4.9% 1.11 1.1% 8% False False 30,876
40 102.04 95.06 6.98 7.1% 1.15 1.2% 38% False False 24,035
60 102.04 95.06 6.98 7.1% 1.12 1.1% 38% False False 19,989
80 102.04 89.74 12.30 12.6% 1.08 1.1% 65% False False 16,812
100 102.04 89.73 12.31 12.6% 1.02 1.0% 65% False False 14,415
120 102.04 89.73 12.31 12.6% 1.00 1.0% 65% False False 12,856
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.55
2.618 101.03
1.618 100.10
1.000 99.53
0.618 99.17
HIGH 98.60
0.618 98.24
0.500 98.14
0.382 98.03
LOW 97.67
0.618 97.10
1.000 96.74
1.618 96.17
2.618 95.24
4.250 93.72
Fisher Pivots for day following 06-May-2014
Pivot 1 day 3 day
R1 98.14 98.00
PP 97.99 97.90
S1 97.85 97.80

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

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