NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 29-May-2014
Day Change Summary
Previous Current
28-May-2014 29-May-2014 Change Change % Previous Week
Open 101.02 100.35 -0.67 -0.7% 98.88
High 101.27 100.87 -0.40 -0.4% 101.35
Low 99.95 100.02 0.07 0.1% 98.84
Close 99.99 100.65 0.66 0.7% 101.23
Range 1.32 0.85 -0.47 -35.6% 2.51
ATR 0.95 0.94 0.00 -0.5% 0.00
Volume 11,404 18,414 7,010 61.5% 99,365
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 103.06 102.71 101.12
R3 102.21 101.86 100.88
R2 101.36 101.36 100.81
R1 101.01 101.01 100.73 101.19
PP 100.51 100.51 100.51 100.60
S1 100.16 100.16 100.57 100.34
S2 99.66 99.66 100.49
S3 98.81 99.31 100.42
S4 97.96 98.46 100.18
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 99.95 1.40 1.4% 0.79 0.8% 50% False False 18,394
10 101.35 98.17 3.18 3.2% 0.82 0.8% 78% False False 18,306
20 101.35 95.59 5.76 5.7% 0.88 0.9% 88% False False 16,543
40 101.35 94.61 6.74 6.7% 0.91 0.9% 90% False False 13,269
60 101.35 93.72 7.63 7.6% 0.91 0.9% 91% False False 11,108
80 101.35 90.83 10.52 10.5% 0.87 0.9% 93% False False 9,488
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.48
2.618 103.10
1.618 102.25
1.000 101.72
0.618 101.40
HIGH 100.87
0.618 100.55
0.500 100.45
0.382 100.34
LOW 100.02
0.618 99.49
1.000 99.17
1.618 98.64
2.618 97.79
4.250 96.41
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 100.58 100.64
PP 100.51 100.62
S1 100.45 100.61

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

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