NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 23-May-2014
Day Change Summary
Previous Current
22-May-2014 23-May-2014 Change Change % Previous Week
Open 102.86 102.87 0.01 0.0% 100.83
High 103.29 103.57 0.28 0.3% 103.57
Low 102.70 102.79 0.09 0.1% 100.75
Close 102.87 103.43 0.56 0.5% 103.43
Range 0.59 0.78 0.19 32.2% 2.82
ATR 1.12 1.10 -0.02 -2.2% 0.00
Volume 78,348 59,363 -18,985 -24.2% 305,682
Daily Pivots for day following 23-May-2014
Classic Woodie Camarilla DeMark
R4 105.60 105.30 103.86
R3 104.82 104.52 103.64
R2 104.04 104.04 103.57
R1 103.74 103.74 103.50 103.89
PP 103.26 103.26 103.26 103.34
S1 102.96 102.96 103.36 103.11
S2 102.48 102.48 103.29
S3 101.70 102.18 103.22
S4 100.92 101.40 103.00
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 111.04 110.06 104.98
R3 108.22 107.24 104.21
R2 105.40 105.40 103.95
R1 104.42 104.42 103.69 104.91
PP 102.58 102.58 102.58 102.83
S1 101.60 101.60 103.17 102.09
S2 99.76 99.76 102.91
S3 96.94 98.78 102.65
S4 94.12 95.96 101.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.57 100.75 2.82 2.7% 1.00 1.0% 95% True False 61,136
10 103.57 98.41 5.16 5.0% 0.98 0.9% 97% True False 52,634
20 103.57 97.30 6.27 6.1% 1.06 1.0% 98% True False 45,917
40 103.57 96.40 7.17 6.9% 1.09 1.1% 98% True False 34,796
60 103.57 95.06 8.51 8.2% 1.15 1.1% 98% True False 29,194
80 103.57 92.02 11.55 11.2% 1.10 1.1% 99% True False 24,019
100 103.57 89.73 13.84 13.4% 1.08 1.0% 99% True False 20,559
120 103.57 89.73 13.84 13.4% 1.00 1.0% 99% True False 17,964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.89
2.618 105.61
1.618 104.83
1.000 104.35
0.618 104.05
HIGH 103.57
0.618 103.27
0.500 103.18
0.382 103.09
LOW 102.79
0.618 102.31
1.000 102.01
1.618 101.53
2.618 100.75
4.250 99.48
Fisher Pivots for day following 23-May-2014
Pivot 1 day 3 day
R1 103.35 103.20
PP 103.26 102.97
S1 103.18 102.74

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

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