NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 103.44 103.34 -0.10 -0.1% 100.91
High 103.81 104.44 0.63 0.6% 104.44
Low 103.10 103.01 -0.09 -0.1% 99.92
Close 103.40 103.74 0.34 0.3% 103.74
Range 0.71 1.43 0.72 101.4% 4.52
ATR 1.48 1.48 0.00 -0.3% 0.00
Volume 222,169 261,915 39,746 17.9% 1,363,177
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 108.02 107.31 104.53
R3 106.59 105.88 104.13
R2 105.16 105.16 104.00
R1 104.45 104.45 103.87 104.81
PP 103.73 103.73 103.73 103.91
S1 103.02 103.02 103.61 103.38
S2 102.30 102.30 103.48
S3 100.87 101.59 103.35
S4 99.44 100.16 102.95
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 116.26 114.52 106.23
R3 111.74 110.00 104.98
R2 107.22 107.22 104.57
R1 105.48 105.48 104.15 106.35
PP 102.70 102.70 102.70 103.14
S1 100.96 100.96 103.33 101.83
S2 98.18 98.18 102.91
S3 93.66 96.44 102.50
S4 89.14 91.92 101.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.44 99.92 4.52 4.4% 1.46 1.4% 85% True False 272,635
10 104.44 98.86 5.58 5.4% 1.44 1.4% 87% True False 238,886
20 104.44 97.00 7.44 7.2% 1.46 1.4% 91% True False 219,750
40 104.48 97.00 7.48 7.2% 1.50 1.4% 90% False False 153,909
60 104.48 93.13 11.35 10.9% 1.43 1.4% 93% False False 116,491
80 104.48 91.35 13.13 12.7% 1.38 1.3% 94% False False 92,631
100 104.48 91.35 13.13 12.7% 1.33 1.3% 94% False False 76,995
120 104.48 91.35 13.13 12.7% 1.29 1.2% 94% False False 66,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.52
2.618 108.18
1.618 106.75
1.000 105.87
0.618 105.32
HIGH 104.44
0.618 103.89
0.500 103.73
0.382 103.56
LOW 103.01
0.618 102.13
1.000 101.58
1.618 100.70
2.618 99.27
4.250 96.93
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 103.74 103.57
PP 103.73 103.40
S1 103.73 103.24

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

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