NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 98.40 98.56 0.16 0.2% 96.48
High 99.08 98.81 -0.27 -0.3% 97.49
Low 98.40 98.17 -0.23 -0.2% 95.59
Close 98.92 98.54 -0.38 -0.4% 96.57
Range 0.68 0.64 -0.04 -5.9% 1.90
ATR 1.01 0.99 -0.02 -1.8% 0.00
Volume 22,419 17,746 -4,673 -20.8% 64,633
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 100.43 100.12 98.89
R3 99.79 99.48 98.72
R2 99.15 99.15 98.66
R1 98.84 98.84 98.60 98.68
PP 98.51 98.51 98.51 98.42
S1 98.20 98.20 98.48 98.04
S2 97.87 97.87 98.42
S3 97.23 97.56 98.36
S4 96.59 96.92 98.19
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 102.25 101.31 97.62
R3 100.35 99.41 97.09
R2 98.45 98.45 96.92
R1 97.51 97.51 96.74 97.98
PP 96.55 96.55 96.55 96.79
S1 95.61 95.61 96.40 96.08
S2 94.65 94.65 96.22
S3 92.75 93.71 96.05
S4 90.85 91.81 95.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.08 96.37 2.71 2.8% 0.93 0.9% 80% False False 17,322
10 99.08 95.59 3.49 3.5% 0.91 0.9% 85% False False 15,104
20 99.80 95.59 4.21 4.3% 0.94 1.0% 70% False False 13,414
40 99.80 93.85 5.95 6.0% 0.94 1.0% 79% False False 10,685
60 99.80 93.72 6.08 6.2% 0.91 0.9% 79% False False 9,261
80 99.80 90.54 9.26 9.4% 0.85 0.9% 86% False False 7,748
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 101.53
2.618 100.49
1.618 99.85
1.000 99.45
0.618 99.21
HIGH 98.81
0.618 98.57
0.500 98.49
0.382 98.41
LOW 98.17
0.618 97.77
1.000 97.53
1.618 97.13
2.618 96.49
4.250 95.45
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 98.52 98.39
PP 98.51 98.24
S1 98.49 98.09

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

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