NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 15-Apr-2014
Day Change Summary
Previous Current
14-Apr-2014 15-Apr-2014 Change Change % Previous Week
Open 99.62 99.92 0.30 0.3% 97.61
High 100.30 100.28 -0.02 0.0% 99.91
Low 99.30 99.49 0.19 0.2% 96.81
Close 100.25 100.07 -0.18 -0.2% 99.49
Range 1.00 0.79 -0.21 -21.0% 3.10
ATR 1.11 1.09 -0.02 -2.1% 0.00
Volume 36,888 26,297 -10,591 -28.7% 146,050
Daily Pivots for day following 15-Apr-2014
Classic Woodie Camarilla DeMark
R4 102.32 101.98 100.50
R3 101.53 101.19 100.29
R2 100.74 100.74 100.21
R1 100.40 100.40 100.14 100.57
PP 99.95 99.95 99.95 100.03
S1 99.61 99.61 100.00 99.78
S2 99.16 99.16 99.93
S3 98.37 98.82 99.85
S4 97.58 98.03 99.64
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 108.04 106.86 101.20
R3 104.94 103.76 100.34
R2 101.84 101.84 100.06
R1 100.66 100.66 99.77 101.25
PP 98.74 98.74 98.74 99.03
S1 97.56 97.56 99.21 98.15
S2 95.64 95.64 98.92
S3 92.54 94.46 98.64
S4 89.44 91.36 97.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.30 98.71 1.59 1.6% 0.86 0.9% 86% False False 32,604
10 100.30 95.51 4.79 4.8% 1.01 1.0% 95% False False 26,584
20 100.30 94.60 5.70 5.7% 1.06 1.1% 96% False False 22,572
40 100.30 94.34 5.96 6.0% 1.07 1.1% 96% False False 20,277
60 100.30 90.40 9.90 9.9% 1.05 1.0% 98% False False 17,339
80 100.30 89.09 11.21 11.2% 1.02 1.0% 98% False False 15,368
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.64
2.618 102.35
1.618 101.56
1.000 101.07
0.618 100.77
HIGH 100.28
0.618 99.98
0.500 99.89
0.382 99.79
LOW 99.49
0.618 99.00
1.000 98.70
1.618 98.21
2.618 97.42
4.250 96.13
Fisher Pivots for day following 15-Apr-2014
Pivot 1 day 3 day
R1 100.01 99.93
PP 99.95 99.79
S1 99.89 99.65

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

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