NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 23-Apr-2014
Day Change Summary
Previous Current
22-Apr-2014 23-Apr-2014 Change Change % Previous Week
Open 103.60 101.86 -1.74 -1.7% 102.21
High 103.65 102.08 -1.57 -1.5% 104.10
Low 101.51 101.20 -0.31 -0.3% 102.17
Close 101.75 101.44 -0.31 -0.3% 103.37
Range 2.14 0.88 -1.26 -58.9% 1.93
ATR 1.39 1.35 -0.04 -2.6% 0.00
Volume 323,723 250,645 -73,078 -22.6% 682,579
Daily Pivots for day following 23-Apr-2014
Classic Woodie Camarilla DeMark
R4 104.21 103.71 101.92
R3 103.33 102.83 101.68
R2 102.45 102.45 101.60
R1 101.95 101.95 101.52 101.76
PP 101.57 101.57 101.57 101.48
S1 101.07 101.07 101.36 100.88
S2 100.69 100.69 101.28
S3 99.81 100.19 101.20
S4 98.93 99.31 100.96
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 109.00 108.12 104.43
R3 107.07 106.19 103.90
R2 105.14 105.14 103.72
R1 104.26 104.26 103.55 104.70
PP 103.21 103.21 103.21 103.44
S1 102.33 102.33 103.19 102.77
S2 101.28 101.28 103.02
S3 99.35 100.40 102.84
S4 97.42 98.47 102.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.10 101.20 2.90 2.9% 1.35 1.3% 8% False True 228,516
10 104.10 101.20 2.90 2.9% 1.26 1.2% 8% False True 191,005
20 104.10 98.15 5.95 5.9% 1.33 1.3% 55% False False 137,363
40 104.10 96.42 7.68 7.6% 1.41 1.4% 65% False False 106,385
60 104.10 93.73 10.37 10.2% 1.35 1.3% 74% False False 87,202
80 104.10 90.97 13.13 12.9% 1.35 1.3% 80% False False 75,924
100 104.10 90.97 13.13 12.9% 1.28 1.3% 80% False False 67,629
120 104.10 90.97 13.13 12.9% 1.26 1.2% 80% False False 62,258
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.82
2.618 104.38
1.618 103.50
1.000 102.96
0.618 102.62
HIGH 102.08
0.618 101.74
0.500 101.64
0.382 101.54
LOW 101.20
0.618 100.66
1.000 100.32
1.618 99.78
2.618 98.90
4.250 97.46
Fisher Pivots for day following 23-Apr-2014
Pivot 1 day 3 day
R1 101.64 102.52
PP 101.57 102.16
S1 101.51 101.80

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

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