NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 97.12 98.40 1.28 1.3% 96.48
High 98.43 99.08 0.65 0.7% 97.49
Low 97.10 98.40 1.30 1.3% 95.59
Close 98.30 98.92 0.62 0.6% 96.57
Range 1.33 0.68 -0.65 -48.9% 1.90
ATR 1.03 1.01 -0.02 -1.7% 0.00
Volume 15,439 22,419 6,980 45.2% 64,633
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 100.84 100.56 99.29
R3 100.16 99.88 99.11
R2 99.48 99.48 99.04
R1 99.20 99.20 98.98 99.34
PP 98.80 98.80 98.80 98.87
S1 98.52 98.52 98.86 98.66
S2 98.12 98.12 98.80
S3 97.44 97.84 98.73
S4 96.76 97.16 98.55
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 99.08 96.36 2.72 2.7% 0.95 1.0% 94% True False 17,220
10 99.08 95.59 3.49 3.5% 0.94 0.9% 95% True False 14,779
20 99.80 95.59 4.21 4.3% 0.96 1.0% 79% False False 12,905
40 99.80 93.74 6.06 6.1% 0.94 1.0% 85% False False 10,414
60 99.80 93.72 6.08 6.1% 0.91 0.9% 86% False False 9,051
80 99.80 90.39 9.41 9.5% 0.85 0.9% 91% False False 7,546
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.11
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 101.97
2.618 100.86
1.618 100.18
1.000 99.76
0.618 99.50
HIGH 99.08
0.618 98.82
0.500 98.74
0.382 98.66
LOW 98.40
0.618 97.98
1.000 97.72
1.618 97.30
2.618 96.62
4.250 95.51
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 98.86 98.55
PP 98.80 98.18
S1 98.74 97.81

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

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