NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 99.36 99.19 -0.17 -0.2% 97.61
High 99.68 99.91 0.23 0.2% 99.91
Low 99.16 99.00 -0.16 -0.2% 96.81
Close 99.37 99.49 0.12 0.1% 99.49
Range 0.52 0.91 0.39 75.0% 3.10
ATR 1.14 1.12 -0.02 -1.4% 0.00
Volume 36,664 25,455 -11,209 -30.6% 146,050
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 102.20 101.75 99.99
R3 101.29 100.84 99.74
R2 100.38 100.38 99.66
R1 99.93 99.93 99.57 100.16
PP 99.47 99.47 99.47 99.58
S1 99.02 99.02 99.41 99.25
S2 98.56 98.56 99.32
S3 97.65 98.11 99.24
S4 96.74 97.20 98.99
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 108.04 106.86 101.20
R3 104.94 103.76 100.34
R2 101.84 101.84 100.06
R1 100.66 100.66 99.77 101.25
PP 98.74 98.74 98.74 99.03
S1 97.56 97.56 99.21 98.15
S2 95.64 95.64 98.92
S3 92.54 94.46 98.64
S4 89.44 91.36 97.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.91 96.81 3.10 3.1% 1.05 1.1% 86% True False 29,210
10 99.91 95.51 4.40 4.4% 1.10 1.1% 90% True False 23,356
20 99.91 94.34 5.57 5.6% 1.09 1.1% 92% True False 20,862
40 99.93 94.34 5.59 5.6% 1.08 1.1% 92% False False 19,199
60 99.93 90.21 9.72 9.8% 1.04 1.0% 95% False False 16,592
80 99.93 89.09 10.84 10.9% 1.01 1.0% 96% False False 14,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.78
2.618 102.29
1.618 101.38
1.000 100.82
0.618 100.47
HIGH 99.91
0.618 99.56
0.500 99.46
0.382 99.35
LOW 99.00
0.618 98.44
1.000 98.09
1.618 97.53
2.618 96.62
4.250 95.13
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 99.48 99.43
PP 99.47 99.37
S1 99.46 99.31

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

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