NYMEX Light Sweet Crude Oil Future September 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 97.67 98.75 1.08 1.1% 97.82
High 99.21 99.77 0.56 0.6% 98.21
Low 97.58 98.71 1.13 1.2% 95.51
Close 99.11 99.66 0.55 0.6% 97.77
Range 1.63 1.06 -0.57 -35.0% 2.70
ATR 1.20 1.19 -0.01 -0.8% 0.00
Volume 25,833 37,717 11,884 46.0% 87,518
Daily Pivots for day following 09-Apr-2014
Classic Woodie Camarilla DeMark
R4 102.56 102.17 100.24
R3 101.50 101.11 99.95
R2 100.44 100.44 99.85
R1 100.05 100.05 99.76 100.25
PP 99.38 99.38 99.38 99.48
S1 98.99 98.99 99.56 99.19
S2 98.32 98.32 99.47
S3 97.26 97.93 99.37
S4 96.20 96.87 99.08
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 105.26 104.22 99.26
R3 102.56 101.52 98.51
R2 99.86 99.86 98.27
R1 98.82 98.82 98.02 97.99
PP 97.16 97.16 97.16 96.75
S1 96.12 96.12 97.52 95.29
S2 94.46 94.46 97.28
S3 91.76 93.42 97.03
S4 89.06 90.72 96.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.77 95.75 4.02 4.0% 1.22 1.2% 97% True False 23,569
10 99.77 95.51 4.26 4.3% 1.15 1.2% 97% True False 20,863
20 99.77 94.34 5.43 5.4% 1.10 1.1% 98% True False 20,613
40 99.93 94.34 5.59 5.6% 1.09 1.1% 95% False False 18,370
60 99.93 89.32 10.61 10.6% 1.05 1.1% 97% False False 15,989
80 99.93 89.09 10.84 10.9% 1.02 1.0% 98% False False 14,176
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 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.28
2.618 102.55
1.618 101.49
1.000 100.83
0.618 100.43
HIGH 99.77
0.618 99.37
0.500 99.24
0.382 99.11
LOW 98.71
0.618 98.05
1.000 97.65
1.618 96.99
2.618 95.93
4.250 94.21
Fisher Pivots for day following 09-Apr-2014
Pivot 1 day 3 day
R1 99.52 99.20
PP 99.38 98.75
S1 99.24 98.29

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

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