NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 97.13 96.93 -0.20 -0.2% 96.48
High 97.13 97.49 0.36 0.4% 97.49
Low 96.36 96.37 0.01 0.0% 95.59
Close 96.80 96.57 -0.23 -0.2% 96.57
Range 0.77 1.12 0.35 45.5% 1.90
ATR 1.00 1.01 0.01 0.8% 0.00
Volume 17,237 16,719 -518 -3.0% 64,633
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 100.17 99.49 97.19
R3 99.05 98.37 96.88
R2 97.93 97.93 96.78
R1 97.25 97.25 96.67 97.03
PP 96.81 96.81 96.81 96.70
S1 96.13 96.13 96.47 95.91
S2 95.69 95.69 96.36
S3 94.57 95.01 96.26
S4 93.45 93.89 95.95
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 102.25 101.31 97.62
R3 100.35 99.41 97.09
R2 98.45 98.45 96.92
R1 97.51 97.51 96.74 97.98
PP 96.55 96.55 96.55 96.79
S1 95.61 95.61 96.40 96.08
S2 94.65 94.65 96.22
S3 92.75 93.71 96.05
S4 90.85 91.81 95.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.49 95.59 1.90 2.0% 0.98 1.0% 52% True False 12,926
10 98.50 95.59 2.91 3.0% 0.98 1.0% 34% False False 13,044
20 99.80 95.59 4.21 4.4% 0.93 1.0% 23% False False 11,556
40 99.80 93.72 6.08 6.3% 0.93 1.0% 47% False False 9,504
60 99.80 93.72 6.08 6.3% 0.90 0.9% 47% False False 8,364
80 99.80 89.14 10.66 11.0% 0.84 0.9% 70% False False 6,994
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.25
2.618 100.42
1.618 99.30
1.000 98.61
0.618 98.18
HIGH 97.49
0.618 97.06
0.500 96.93
0.382 96.80
LOW 96.37
0.618 95.68
1.000 95.25
1.618 94.56
2.618 93.44
4.250 91.61
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 96.93 96.80
PP 96.81 96.72
S1 96.69 96.65

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

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