NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 16-Apr-2014
Day Change Summary
Previous Current
15-Apr-2014 16-Apr-2014 Change Change % Previous Week
Open 99.92 100.13 0.21 0.2% 97.61
High 100.28 100.94 0.66 0.7% 99.91
Low 99.49 99.69 0.20 0.2% 96.81
Close 100.07 100.22 0.15 0.1% 99.49
Range 0.79 1.25 0.46 58.2% 3.10
ATR 1.09 1.10 0.01 1.0% 0.00
Volume 26,297 22,473 -3,824 -14.5% 146,050
Daily Pivots for day following 16-Apr-2014
Classic Woodie Camarilla DeMark
R4 104.03 103.38 100.91
R3 102.78 102.13 100.56
R2 101.53 101.53 100.45
R1 100.88 100.88 100.33 101.21
PP 100.28 100.28 100.28 100.45
S1 99.63 99.63 100.11 99.96
S2 99.03 99.03 99.99
S3 97.78 98.38 99.88
S4 96.53 97.13 99.53
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
5 100.94 99.00 1.94 1.9% 0.89 0.9% 63% True False 29,555
10 100.94 95.75 5.19 5.2% 1.06 1.1% 86% True False 26,562
20 100.94 94.60 6.34 6.3% 1.08 1.1% 89% True False 22,324
40 100.94 94.34 6.60 6.6% 1.09 1.1% 89% True False 20,361
60 100.94 91.15 9.79 9.8% 1.04 1.0% 93% True False 17,589
80 100.94 89.09 11.85 11.8% 1.02 1.0% 94% True False 15,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 106.25
2.618 104.21
1.618 102.96
1.000 102.19
0.618 101.71
HIGH 100.94
0.618 100.46
0.500 100.32
0.382 100.17
LOW 99.69
0.618 98.92
1.000 98.44
1.618 97.67
2.618 96.42
4.250 94.38
Fisher Pivots for day following 16-Apr-2014
Pivot 1 day 3 day
R1 100.32 100.19
PP 100.28 100.15
S1 100.25 100.12

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

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