NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 07-May-2014
Day Change Summary
Previous Current
06-May-2014 07-May-2014 Change Change % Previous Week
Open 95.31 95.60 0.29 0.3% 97.04
High 95.75 96.18 0.43 0.4% 97.56
Low 94.98 95.31 0.33 0.3% 94.76
Close 95.01 96.15 1.14 1.2% 95.59
Range 0.77 0.87 0.10 13.0% 2.80
ATR 0.91 0.93 0.02 2.1% 0.00
Volume 3,620 7,053 3,433 94.8% 37,122
Daily Pivots for day following 07-May-2014
Classic Woodie Camarilla DeMark
R4 98.49 98.19 96.63
R3 97.62 97.32 96.39
R2 96.75 96.75 96.31
R1 96.45 96.45 96.23 96.60
PP 95.88 95.88 95.88 95.96
S1 95.58 95.58 96.07 95.73
S2 95.01 95.01 95.99
S3 94.14 94.71 95.91
S4 93.27 93.84 95.67
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 104.37 102.78 97.13
R3 101.57 99.98 96.36
R2 98.77 98.77 96.10
R1 97.18 97.18 95.85 96.58
PP 95.97 95.97 95.97 95.67
S1 94.38 94.38 95.33 93.78
S2 93.17 93.17 95.08
S3 90.37 91.58 94.82
S4 87.57 88.78 94.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.18 94.76 1.42 1.5% 0.84 0.9% 98% True False 6,881
10 98.21 94.76 3.45 3.6% 0.85 0.9% 40% False False 7,281
20 98.81 94.76 4.05 4.2% 0.79 0.8% 34% False False 7,045
40 98.81 93.00 5.81 6.0% 0.75 0.8% 54% False False 5,913
60 98.81 93.00 5.81 6.0% 0.71 0.7% 54% False False 5,433
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.88
2.618 98.46
1.618 97.59
1.000 97.05
0.618 96.72
HIGH 96.18
0.618 95.85
0.500 95.75
0.382 95.64
LOW 95.31
0.618 94.77
1.000 94.44
1.618 93.90
2.618 93.03
4.250 91.61
Fisher Pivots for day following 07-May-2014
Pivot 1 day 3 day
R1 96.02 95.95
PP 95.88 95.75
S1 95.75 95.55

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

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