NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 98.73 98.88 0.15 0.2% 96.53
High 98.94 99.52 0.58 0.6% 99.08
Low 98.40 98.84 0.44 0.4% 96.53
Close 98.86 99.15 0.29 0.3% 98.86
Range 0.54 0.68 0.14 25.9% 2.55
ATR 0.96 0.94 -0.02 -2.1% 0.00
Volume 21,107 15,467 -5,640 -26.7% 91,001
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 101.21 100.86 99.52
R3 100.53 100.18 99.34
R2 99.85 99.85 99.27
R1 99.50 99.50 99.21 99.68
PP 99.17 99.17 99.17 99.26
S1 98.82 98.82 99.09 99.00
S2 98.49 98.49 99.03
S3 97.81 98.14 98.96
S4 97.13 97.46 98.78
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 99.52 97.10 2.42 2.4% 0.77 0.8% 85% True False 18,435
10 99.52 95.82 3.70 3.7% 0.85 0.9% 90% True False 16,011
20 99.52 95.59 3.93 4.0% 0.92 0.9% 91% True False 14,387
40 99.80 94.61 5.19 5.2% 0.91 0.9% 87% False False 11,187
60 99.80 93.72 6.08 6.1% 0.91 0.9% 89% False False 9,605
80 99.80 90.54 9.26 9.3% 0.85 0.9% 93% False False 8,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.41
2.618 101.30
1.618 100.62
1.000 100.20
0.618 99.94
HIGH 99.52
0.618 99.26
0.500 99.18
0.382 99.10
LOW 98.84
0.618 98.42
1.000 98.16
1.618 97.74
2.618 97.06
4.250 95.95
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 99.18 99.05
PP 99.17 98.95
S1 99.16 98.85

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

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