NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 98.33 98.81 0.48 0.5% 95.94
High 99.00 100.09 1.09 1.1% 98.09
Low 97.98 98.81 0.83 0.8% 95.92
Close 98.49 99.87 1.38 1.4% 97.92
Range 1.02 1.28 0.26 25.5% 2.17
ATR 0.87 0.92 0.05 6.0% 0.00
Volume 9,922 13,749 3,827 38.6% 51,862
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 103.43 102.93 100.57
R3 102.15 101.65 100.22
R2 100.87 100.87 100.10
R1 100.37 100.37 99.99 100.62
PP 99.59 99.59 99.59 99.72
S1 99.09 99.09 99.75 99.34
S2 98.31 98.31 99.64
S3 97.03 97.81 99.52
S4 95.75 96.53 99.17
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 103.82 103.04 99.11
R3 101.65 100.87 98.52
R2 99.48 99.48 98.32
R1 98.70 98.70 98.12 99.09
PP 97.31 97.31 97.31 97.51
S1 96.53 96.53 97.72 96.92
S2 95.14 95.14 97.52
S3 92.97 94.36 97.32
S4 90.80 92.19 96.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.09 97.30 2.79 2.8% 0.79 0.8% 92% True False 10,787
10 100.09 95.51 4.58 4.6% 0.83 0.8% 95% True False 10,103
20 100.09 94.76 5.33 5.3% 0.84 0.8% 96% True False 8,692
40 100.09 93.88 6.21 6.2% 0.81 0.8% 96% True False 7,241
60 100.09 93.00 7.09 7.1% 0.75 0.7% 97% True False 6,496
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.53
2.618 103.44
1.618 102.16
1.000 101.37
0.618 100.88
HIGH 100.09
0.618 99.60
0.500 99.45
0.382 99.30
LOW 98.81
0.618 98.02
1.000 97.53
1.618 96.74
2.618 95.46
4.250 93.37
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 99.73 99.59
PP 99.59 99.31
S1 99.45 99.04

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

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