NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 23-Apr-2014
Day Change Summary
Previous Current
22-Apr-2014 23-Apr-2014 Change Change % Previous Week
Open 100.53 99.42 -1.11 -1.1% 99.62
High 100.65 99.69 -0.96 -1.0% 100.94
Low 99.04 99.07 0.03 0.0% 99.30
Close 99.44 99.26 -0.18 -0.2% 100.31
Range 1.61 0.62 -0.99 -61.5% 1.64
ATR 1.11 1.08 -0.04 -3.2% 0.00
Volume 12,814 40,720 27,906 217.8% 117,985
Daily Pivots for day following 23-Apr-2014
Classic Woodie Camarilla DeMark
R4 101.20 100.85 99.60
R3 100.58 100.23 99.43
R2 99.96 99.96 99.37
R1 99.61 99.61 99.32 99.48
PP 99.34 99.34 99.34 99.27
S1 98.99 98.99 99.20 98.86
S2 98.72 98.72 99.15
S3 98.10 98.37 99.09
S4 97.48 97.75 98.92
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 105.10 104.35 101.21
R3 103.46 102.71 100.76
R2 101.82 101.82 100.61
R1 101.07 101.07 100.46 101.45
PP 100.18 100.18 100.18 100.37
S1 99.43 99.43 100.16 99.81
S2 98.54 98.54 100.01
S3 96.90 97.79 99.86
S4 95.26 96.15 99.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.94 99.04 1.90 1.9% 1.05 1.1% 12% False False 25,775
10 100.94 98.71 2.23 2.2% 0.95 1.0% 25% False False 29,189
20 100.94 95.51 5.43 5.5% 1.04 1.0% 69% False False 24,142
40 100.94 94.34 6.60 6.6% 1.09 1.1% 75% False False 21,458
60 100.94 91.15 9.79 9.9% 1.05 1.1% 83% False False 18,529
80 100.94 89.09 11.85 11.9% 1.05 1.1% 86% False False 16,540
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 0.26
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 102.33
2.618 101.31
1.618 100.69
1.000 100.31
0.618 100.07
HIGH 99.69
0.618 99.45
0.500 99.38
0.382 99.31
LOW 99.07
0.618 98.69
1.000 98.45
1.618 98.07
2.618 97.45
4.250 96.44
Fisher Pivots for day following 23-Apr-2014
Pivot 1 day 3 day
R1 99.38 99.88
PP 99.34 99.67
S1 99.30 99.47

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

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