NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 09-Apr-2014
Day Change Summary
Previous Current
08-Apr-2014 09-Apr-2014 Change Change % Previous Week
Open 100.69 102.35 1.66 1.6% 101.69
High 102.71 103.77 1.06 1.0% 101.97
Low 100.68 102.03 1.35 1.3% 98.86
Close 102.56 103.60 1.04 1.0% 101.14
Range 2.03 1.74 -0.29 -14.3% 3.11
ATR 1.53 1.54 0.02 1.0% 0.00
Volume 299,549 324,660 25,111 8.4% 1,025,692
Daily Pivots for day following 09-Apr-2014
Classic Woodie Camarilla DeMark
R4 108.35 107.72 104.56
R3 106.61 105.98 104.08
R2 104.87 104.87 103.92
R1 104.24 104.24 103.76 104.56
PP 103.13 103.13 103.13 103.29
S1 102.50 102.50 103.44 102.82
S2 101.39 101.39 103.28
S3 99.65 100.76 103.12
S4 97.91 99.02 102.64
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 109.99 108.67 102.85
R3 106.88 105.56 102.00
R2 103.77 103.77 101.71
R1 102.45 102.45 101.43 101.56
PP 100.66 100.66 100.66 100.21
S1 99.34 99.34 100.85 98.45
S2 97.55 97.55 100.57
S3 94.44 96.23 100.28
S4 91.33 93.12 99.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.77 99.07 4.70 4.5% 1.59 1.5% 96% True False 253,611
10 103.77 98.86 4.91 4.7% 1.50 1.4% 97% True False 227,331
20 103.77 97.00 6.77 6.5% 1.46 1.4% 97% True False 210,332
40 104.48 97.00 7.48 7.2% 1.50 1.5% 88% False False 144,830
60 104.48 91.54 12.94 12.5% 1.45 1.4% 93% False False 109,600
80 104.48 91.35 13.13 12.7% 1.38 1.3% 93% False False 86,985
100 104.48 91.35 13.13 12.7% 1.33 1.3% 93% False False 72,584
120 104.48 91.35 13.13 12.7% 1.29 1.2% 93% False False 62,311
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.17
2.618 108.33
1.618 106.59
1.000 105.51
0.618 104.85
HIGH 103.77
0.618 103.11
0.500 102.90
0.382 102.69
LOW 102.03
0.618 100.95
1.000 100.29
1.618 99.21
2.618 97.47
4.250 94.64
Fisher Pivots for day following 09-Apr-2014
Pivot 1 day 3 day
R1 103.37 103.02
PP 103.13 102.43
S1 102.90 101.85

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

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