NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 101.95 101.51 -0.44 -0.4% 99.40
High 101.95 102.68 0.73 0.7% 102.15
Low 100.86 101.20 0.34 0.3% 99.40
Close 101.37 102.06 0.69 0.7% 101.37
Range 1.09 1.48 0.39 35.8% 2.75
ATR 1.29 1.30 0.01 1.1% 0.00
Volume 47,475 52,652 5,177 10.9% 240,134
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 106.42 105.72 102.87
R3 104.94 104.24 102.47
R2 103.46 103.46 102.33
R1 102.76 102.76 102.20 103.11
PP 101.98 101.98 101.98 102.16
S1 101.28 101.28 101.92 101.63
S2 100.50 100.50 101.79
S3 99.02 99.80 101.65
S4 97.54 98.32 101.25
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 109.22 108.05 102.88
R3 106.47 105.30 102.13
R2 103.72 103.72 101.87
R1 102.55 102.55 101.62 103.14
PP 100.97 100.97 100.97 101.27
S1 99.80 99.80 101.12 100.39
S2 98.22 98.22 100.87
S3 95.47 97.05 100.61
S4 92.72 94.30 99.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.68 99.40 3.28 3.2% 1.34 1.3% 81% True False 58,557
10 102.68 97.89 4.79 4.7% 1.20 1.2% 87% True False 58,892
20 102.68 94.36 8.32 8.2% 1.33 1.3% 93% True False 49,436
40 102.68 91.35 11.33 11.1% 1.32 1.3% 95% True False 37,687
60 102.68 91.35 11.33 11.1% 1.23 1.2% 95% True False 30,573
80 102.68 91.35 11.33 11.1% 1.19 1.2% 95% True False 25,806
100 102.68 91.35 11.33 11.1% 1.18 1.2% 95% True False 22,228
120 102.68 91.35 11.33 11.1% 1.14 1.1% 95% True False 19,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.97
2.618 106.55
1.618 105.07
1.000 104.16
0.618 103.59
HIGH 102.68
0.618 102.11
0.500 101.94
0.382 101.77
LOW 101.20
0.618 100.29
1.000 99.72
1.618 98.81
2.618 97.33
4.250 94.91
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 102.02 101.96
PP 101.98 101.87
S1 101.94 101.77

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

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