NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 94.93 95.42 0.49 0.5% 94.82
High 95.68 96.73 1.05 1.1% 95.80
Low 94.79 95.26 0.47 0.5% 93.98
Close 95.54 96.50 0.96 1.0% 94.85
Range 0.89 1.47 0.58 65.2% 1.82
ATR 1.03 1.06 0.03 3.0% 0.00
Volume 38,666 28,455 -10,211 -26.4% 178,977
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 100.57 100.01 97.31
R3 99.10 98.54 96.90
R2 97.63 97.63 96.77
R1 97.07 97.07 96.63 97.35
PP 96.16 96.16 96.16 96.31
S1 95.60 95.60 96.37 95.88
S2 94.69 94.69 96.23
S3 93.22 94.13 96.10
S4 91.75 92.66 95.69
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 100.34 99.41 95.85
R3 98.52 97.59 95.35
R2 96.70 96.70 95.18
R1 95.77 95.77 95.02 96.24
PP 94.88 94.88 94.88 95.11
S1 93.95 93.95 94.68 94.42
S2 93.06 93.06 94.52
S3 91.24 92.13 94.35
S4 89.42 90.31 93.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.73 94.31 2.42 2.5% 1.09 1.1% 90% True False 36,853
10 96.73 93.98 2.75 2.8% 1.05 1.1% 92% True False 37,850
20 97.85 93.98 3.87 4.0% 1.02 1.1% 65% False False 39,697
40 97.85 92.25 5.60 5.8% 1.02 1.1% 76% False False 37,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 102.98
2.618 100.58
1.618 99.11
1.000 98.20
0.618 97.64
HIGH 96.73
0.618 96.17
0.500 96.00
0.382 95.82
LOW 95.26
0.618 94.35
1.000 93.79
1.618 92.88
2.618 91.41
4.250 89.01
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 96.33 96.22
PP 96.16 95.93
S1 96.00 95.65

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

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