NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 100.11 100.99 0.88 0.9% 97.52
High 101.05 102.28 1.23 1.2% 100.09
Low 99.85 100.86 1.01 1.0% 97.46
Close 100.50 102.08 1.58 1.6% 99.82
Range 1.20 1.42 0.22 18.3% 2.63
ATR 1.03 1.08 0.05 5.2% 0.00
Volume 35,540 39,997 4,457 12.5% 177,330
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 106.00 105.46 102.86
R3 104.58 104.04 102.47
R2 103.16 103.16 102.34
R1 102.62 102.62 102.21 102.89
PP 101.74 101.74 101.74 101.88
S1 101.20 101.20 101.95 101.47
S2 100.32 100.32 101.82
S3 98.90 99.78 101.69
S4 97.48 98.36 101.30
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 107.01 106.05 101.27
R3 104.38 103.42 100.54
R2 101.75 101.75 100.30
R1 100.79 100.79 100.06 101.27
PP 99.12 99.12 99.12 99.37
S1 98.16 98.16 99.58 98.64
S2 96.49 96.49 99.34
S3 93.86 95.53 99.10
S4 91.23 92.90 98.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.28 99.12 3.16 3.1% 0.94 0.9% 94% True False 39,061
10 102.28 97.26 5.02 4.9% 0.99 1.0% 96% True False 34,916
20 102.28 96.43 5.85 5.7% 1.03 1.0% 97% True False 31,551
40 102.28 95.51 6.77 6.6% 1.03 1.0% 97% True False 27,847
60 102.28 94.34 7.94 7.8% 1.07 1.0% 97% True False 24,822
80 102.28 91.15 11.13 10.9% 1.04 1.0% 98% True False 21,785
100 102.28 89.09 13.19 12.9% 1.04 1.0% 98% True False 19,542
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 108.32
2.618 106.00
1.618 104.58
1.000 103.70
0.618 103.16
HIGH 102.28
0.618 101.74
0.500 101.57
0.382 101.40
LOW 100.86
0.618 99.98
1.000 99.44
1.618 98.56
2.618 97.14
4.250 94.83
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 101.91 101.74
PP 101.74 101.39
S1 101.57 101.05

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

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