NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 23-May-2014
Day Change Summary
Previous Current
22-May-2014 23-May-2014 Change Change % Previous Week
Open 100.70 100.70 0.00 0.0% 98.88
High 101.10 101.35 0.25 0.2% 101.35
Low 100.62 100.70 0.08 0.1% 98.84
Close 100.76 101.23 0.47 0.5% 101.23
Range 0.48 0.65 0.17 35.4% 2.51
ATR 0.96 0.94 -0.02 -2.3% 0.00
Volume 29,633 17,487 -12,146 -41.0% 99,365
Daily Pivots for day following 23-May-2014
Classic Woodie Camarilla DeMark
R4 103.04 102.79 101.59
R3 102.39 102.14 101.41
R2 101.74 101.74 101.35
R1 101.49 101.49 101.29 101.62
PP 101.09 101.09 101.09 101.16
S1 100.84 100.84 101.17 100.97
S2 100.44 100.44 101.11
S3 99.79 100.19 101.05
S4 99.14 99.54 100.87
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 108.00 107.13 102.61
R3 105.49 104.62 101.92
R2 102.98 102.98 101.69
R1 102.11 102.11 101.46 102.55
PP 100.47 100.47 100.47 100.69
S1 99.60 99.60 101.00 100.04
S2 97.96 97.96 100.77
S3 95.45 97.09 100.54
S4 92.94 94.58 99.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.35 98.84 2.51 2.5% 0.85 0.8% 95% True False 19,873
10 101.35 96.53 4.82 4.8% 0.83 0.8% 98% True False 19,036
20 101.35 95.59 5.76 5.7% 0.90 0.9% 98% True False 16,040
40 101.35 94.61 6.74 6.7% 0.91 0.9% 98% True False 12,670
60 101.35 93.72 7.63 7.5% 0.92 0.9% 98% True False 10,709
80 101.35 90.54 10.81 10.7% 0.86 0.9% 99% True False 9,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.11
2.618 103.05
1.618 102.40
1.000 102.00
0.618 101.75
HIGH 101.35
0.618 101.10
0.500 101.03
0.382 100.95
LOW 100.70
0.618 100.30
1.000 100.05
1.618 99.65
2.618 99.00
4.250 97.94
Fisher Pivots for day following 23-May-2014
Pivot 1 day 3 day
R1 101.16 101.02
PP 101.09 100.80
S1 101.03 100.59

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

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