NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 98.56 98.73 0.17 0.2% 96.53
High 98.81 98.94 0.13 0.1% 99.08
Low 98.17 98.40 0.23 0.2% 96.53
Close 98.54 98.86 0.32 0.3% 98.86
Range 0.64 0.54 -0.10 -15.6% 2.55
ATR 0.99 0.96 -0.03 -3.2% 0.00
Volume 17,746 21,107 3,361 18.9% 91,001
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 100.35 100.15 99.16
R3 99.81 99.61 99.01
R2 99.27 99.27 98.96
R1 99.07 99.07 98.91 99.17
PP 98.73 98.73 98.73 98.79
S1 98.53 98.53 98.81 98.63
S2 98.19 98.19 98.76
S3 97.65 97.99 98.71
S4 97.11 97.45 98.56
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 105.81 104.88 100.26
R3 103.26 102.33 99.56
R2 100.71 100.71 99.33
R1 99.78 99.78 99.09 100.25
PP 98.16 98.16 98.16 98.39
S1 97.23 97.23 98.63 97.70
S2 95.61 95.61 98.39
S3 93.06 94.68 98.16
S4 90.51 92.13 97.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.08 96.53 2.55 2.6% 0.81 0.8% 91% False False 18,200
10 99.08 95.59 3.49 3.5% 0.90 0.9% 94% False False 15,563
20 99.66 95.59 4.07 4.1% 0.92 0.9% 80% False False 13,905
40 99.80 94.08 5.72 5.8% 0.94 0.9% 84% False False 10,964
60 99.80 93.72 6.08 6.2% 0.91 0.9% 85% False False 9,446
80 99.80 90.54 9.26 9.4% 0.85 0.9% 90% False False 7,987
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 101.24
2.618 100.35
1.618 99.81
1.000 99.48
0.618 99.27
HIGH 98.94
0.618 98.73
0.500 98.67
0.382 98.61
LOW 98.40
0.618 98.07
1.000 97.86
1.618 97.53
2.618 96.99
4.250 96.11
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 98.80 98.78
PP 98.73 98.70
S1 98.67 98.63

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

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