NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 10-Apr-2014
Day Change Summary
Previous Current
09-Apr-2014 10-Apr-2014 Change Change % Previous Week
Open 98.75 99.36 0.61 0.6% 97.82
High 99.77 99.68 -0.09 -0.1% 98.21
Low 98.71 99.16 0.45 0.5% 95.51
Close 99.66 99.37 -0.29 -0.3% 97.77
Range 1.06 0.52 -0.54 -50.9% 2.70
ATR 1.19 1.14 -0.05 -4.0% 0.00
Volume 37,717 36,664 -1,053 -2.8% 87,518
Daily Pivots for day following 10-Apr-2014
Classic Woodie Camarilla DeMark
R4 100.96 100.69 99.66
R3 100.44 100.17 99.51
R2 99.92 99.92 99.47
R1 99.65 99.65 99.42 99.79
PP 99.40 99.40 99.40 99.47
S1 99.13 99.13 99.32 99.27
S2 98.88 98.88 99.27
S3 98.36 98.61 99.23
S4 97.84 98.09 99.08
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 105.26 104.22 99.26
R3 102.56 101.52 98.51
R2 99.86 99.86 98.27
R1 98.82 98.82 98.02 97.99
PP 97.16 97.16 97.16 96.75
S1 96.12 96.12 97.52 95.29
S2 94.46 94.46 97.28
S3 91.76 93.42 97.03
S4 89.06 90.72 96.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.77 96.81 2.96 3.0% 1.05 1.1% 86% False False 27,201
10 99.77 95.51 4.26 4.3% 1.06 1.1% 91% False False 23,218
20 99.77 94.34 5.43 5.5% 1.09 1.1% 93% False False 20,736
40 99.93 94.34 5.59 5.6% 1.08 1.1% 90% False False 18,938
60 99.93 89.58 10.35 10.4% 1.04 1.1% 95% False False 16,370
80 99.93 89.09 10.84 10.9% 1.01 1.0% 95% False False 14,476
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 101.89
2.618 101.04
1.618 100.52
1.000 100.20
0.618 100.00
HIGH 99.68
0.618 99.48
0.500 99.42
0.382 99.36
LOW 99.16
0.618 98.84
1.000 98.64
1.618 98.32
2.618 97.80
4.250 96.95
Fisher Pivots for day following 10-Apr-2014
Pivot 1 day 3 day
R1 99.42 99.14
PP 99.40 98.91
S1 99.39 98.68

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

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