NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 22-Apr-2014
Day Change Summary
Previous Current
21-Apr-2014 22-Apr-2014 Change Change % Previous Week
Open 100.41 100.53 0.12 0.1% 99.62
High 100.72 100.65 -0.07 -0.1% 100.94
Low 99.95 99.04 -0.91 -0.9% 99.30
Close 100.70 99.44 -1.26 -1.3% 100.31
Range 0.77 1.61 0.84 109.1% 1.64
ATR 1.07 1.11 0.04 3.9% 0.00
Volume 20,543 12,814 -7,729 -37.6% 117,985
Daily Pivots for day following 22-Apr-2014
Classic Woodie Camarilla DeMark
R4 104.54 103.60 100.33
R3 102.93 101.99 99.88
R2 101.32 101.32 99.74
R1 100.38 100.38 99.59 100.05
PP 99.71 99.71 99.71 99.54
S1 98.77 98.77 99.29 98.44
S2 98.10 98.10 99.14
S3 96.49 97.16 99.00
S4 94.88 95.55 98.55
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 105.10 104.35 101.21
R3 103.46 102.71 100.76
R2 101.82 101.82 100.61
R1 101.07 101.07 100.46 101.45
PP 100.18 100.18 100.18 100.37
S1 99.43 99.43 100.16 99.81
S2 98.54 98.54 100.01
S3 96.90 97.79 99.86
S4 95.26 96.15 99.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.94 99.04 1.90 1.9% 1.09 1.1% 21% False True 22,890
10 100.94 97.58 3.36 3.4% 1.06 1.1% 55% False False 27,701
20 100.94 95.51 5.43 5.5% 1.07 1.1% 72% False False 22,665
40 100.94 94.34 6.60 6.6% 1.10 1.1% 77% False False 20,760
60 100.94 91.15 9.79 9.8% 1.06 1.1% 85% False False 18,042
80 100.94 89.09 11.85 11.9% 1.05 1.1% 87% False False 16,072
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 107.49
2.618 104.86
1.618 103.25
1.000 102.26
0.618 101.64
HIGH 100.65
0.618 100.03
0.500 99.85
0.382 99.66
LOW 99.04
0.618 98.05
1.000 97.43
1.618 96.44
2.618 94.83
4.250 92.20
Fisher Pivots for day following 22-Apr-2014
Pivot 1 day 3 day
R1 99.85 99.96
PP 99.71 99.79
S1 99.58 99.61

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

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