NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 10-Apr-2014
Day Change Summary
Previous Current
09-Apr-2014 10-Apr-2014 Change Change % Previous Week
Open 102.35 103.44 1.09 1.1% 101.69
High 103.77 103.81 0.04 0.0% 101.97
Low 102.03 103.10 1.07 1.0% 98.86
Close 103.60 103.40 -0.20 -0.2% 101.14
Range 1.74 0.71 -1.03 -59.2% 3.11
ATR 1.54 1.48 -0.06 -3.9% 0.00
Volume 324,660 222,169 -102,491 -31.6% 1,025,692
Daily Pivots for day following 10-Apr-2014
Classic Woodie Camarilla DeMark
R4 105.57 105.19 103.79
R3 104.86 104.48 103.60
R2 104.15 104.15 103.53
R1 103.77 103.77 103.47 103.61
PP 103.44 103.44 103.44 103.35
S1 103.06 103.06 103.33 102.90
S2 102.73 102.73 103.27
S3 102.02 102.35 103.20
S4 101.31 101.64 103.01
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
5 103.81 99.92 3.89 3.8% 1.45 1.4% 89% True False 258,958
10 103.81 98.86 4.95 4.8% 1.41 1.4% 92% True False 229,328
20 103.81 97.00 6.81 6.6% 1.45 1.4% 94% True False 212,967
40 104.48 97.00 7.48 7.2% 1.50 1.4% 86% False False 149,045
60 104.48 92.13 12.35 11.9% 1.44 1.4% 91% False False 112,836
80 104.48 91.35 13.13 12.7% 1.38 1.3% 92% False False 89,524
100 104.48 91.35 13.13 12.7% 1.32 1.3% 92% False False 74,651
120 104.48 91.35 13.13 12.7% 1.28 1.2% 92% False False 64,027
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.21
Narrowest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 106.83
2.618 105.67
1.618 104.96
1.000 104.52
0.618 104.25
HIGH 103.81
0.618 103.54
0.500 103.46
0.382 103.37
LOW 103.10
0.618 102.66
1.000 102.39
1.618 101.95
2.618 101.24
4.250 100.08
Fisher Pivots for day following 10-Apr-2014
Pivot 1 day 3 day
R1 103.46 103.02
PP 103.44 102.63
S1 103.42 102.25

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

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