NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 99.53 99.48 -0.05 -0.1% 97.52
High 99.90 99.93 0.03 0.0% 100.09
Low 99.12 99.36 0.24 0.2% 97.46
Close 99.48 99.82 0.34 0.3% 99.82
Range 0.78 0.57 -0.21 -26.9% 2.63
ATR 1.08 1.04 -0.04 -3.4% 0.00
Volume 41,500 49,104 7,604 18.3% 177,330
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 101.41 101.19 100.13
R3 100.84 100.62 99.98
R2 100.27 100.27 99.92
R1 100.05 100.05 99.87 100.16
PP 99.70 99.70 99.70 99.76
S1 99.48 99.48 99.77 99.59
S2 99.13 99.13 99.72
S3 98.56 98.91 99.66
S4 97.99 98.34 99.51
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 107.01 106.05 101.27
R3 104.38 103.42 100.54
R2 101.75 101.75 100.30
R1 100.79 100.79 100.06 101.27
PP 99.12 99.12 99.12 99.37
S1 98.16 98.16 99.58 98.64
S2 96.49 96.49 99.34
S3 93.86 95.53 99.10
S4 91.23 92.90 98.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.09 97.46 2.63 2.6% 0.88 0.9% 90% False False 35,466
10 100.09 96.43 3.66 3.7% 0.97 1.0% 93% False False 30,829
20 100.72 96.43 4.29 4.3% 1.01 1.0% 79% False False 30,020
40 100.94 94.83 6.11 6.1% 1.05 1.0% 82% False False 26,479
60 100.94 94.34 6.60 6.6% 1.07 1.1% 83% False False 23,781
80 100.94 91.15 9.79 9.8% 1.03 1.0% 89% False False 20,997
100 100.94 89.09 11.85 11.9% 1.02 1.0% 91% False False 18,638
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 102.35
2.618 101.42
1.618 100.85
1.000 100.50
0.618 100.28
HIGH 99.93
0.618 99.71
0.500 99.65
0.382 99.58
LOW 99.36
0.618 99.01
1.000 98.79
1.618 98.44
2.618 97.87
4.250 96.94
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 99.76 99.75
PP 99.70 99.68
S1 99.65 99.61

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

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