NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 28-Apr-2014
Day Change Summary
Previous Current
25-Apr-2014 28-Apr-2014 Change Change % Previous Week
Open 99.76 98.62 -1.14 -1.1% 100.41
High 99.78 99.04 -0.74 -0.7% 100.72
Low 98.34 97.92 -0.42 -0.4% 98.34
Close 98.44 98.29 -0.15 -0.2% 98.44
Range 1.44 1.12 -0.32 -22.2% 2.38
ATR 1.08 1.09 0.00 0.2% 0.00
Volume 32,845 27,913 -4,932 -15.0% 142,232
Daily Pivots for day following 28-Apr-2014
Classic Woodie Camarilla DeMark
R4 101.78 101.15 98.91
R3 100.66 100.03 98.60
R2 99.54 99.54 98.50
R1 98.91 98.91 98.39 98.67
PP 98.42 98.42 98.42 98.29
S1 97.79 97.79 98.19 97.55
S2 97.30 97.30 98.08
S3 96.18 96.67 97.98
S4 95.06 95.55 97.67
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 106.31 104.75 99.75
R3 103.93 102.37 99.09
R2 101.55 101.55 98.88
R1 99.99 99.99 98.66 99.58
PP 99.17 99.17 99.17 98.96
S1 97.61 97.61 98.22 97.20
S2 96.79 96.79 98.00
S3 94.41 95.23 97.79
S4 92.03 92.85 97.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.65 97.92 2.73 2.8% 1.09 1.1% 14% False True 29,920
10 100.94 97.92 3.02 3.1% 1.03 1.0% 12% False True 28,813
20 100.94 95.51 5.43 5.5% 1.06 1.1% 51% False False 26,084
40 100.94 94.34 6.60 6.7% 1.11 1.1% 60% False False 23,016
60 100.94 91.15 9.79 10.0% 1.06 1.1% 73% False False 19,535
80 100.94 89.09 11.85 12.1% 1.06 1.1% 78% False False 17,524
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.80
2.618 101.97
1.618 100.85
1.000 100.16
0.618 99.73
HIGH 99.04
0.618 98.61
0.500 98.48
0.382 98.35
LOW 97.92
0.618 97.23
1.000 96.80
1.618 96.11
2.618 94.99
4.250 93.16
Fisher Pivots for day following 28-Apr-2014
Pivot 1 day 3 day
R1 98.48 98.96
PP 98.42 98.74
S1 98.35 98.51

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

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