NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 99.64 99.87 0.23 0.2% 98.04
High 100.27 100.32 0.05 0.0% 100.27
Low 99.64 99.57 -0.07 -0.1% 97.98
Close 100.16 99.90 -0.26 -0.3% 100.16
Range 0.63 0.75 0.12 19.0% 2.29
ATR 0.86 0.86 -0.01 -0.9% 0.00
Volume 10,593 7,630 -2,963 -28.0% 57,828
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 102.18 101.79 100.31
R3 101.43 101.04 100.11
R2 100.68 100.68 100.04
R1 100.29 100.29 99.97 100.49
PP 99.93 99.93 99.93 100.03
S1 99.54 99.54 99.83 99.74
S2 99.18 99.18 99.76
S3 98.43 98.79 99.69
S4 97.68 98.04 99.49
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 106.34 105.54 101.42
R3 104.05 103.25 100.79
R2 101.76 101.76 100.58
R1 100.96 100.96 100.37 101.36
PP 99.47 99.47 99.47 99.67
S1 98.67 98.67 99.95 99.07
S2 97.18 97.18 99.74
S3 94.89 96.38 99.53
S4 92.60 94.09 98.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.32 97.98 2.34 2.3% 0.81 0.8% 82% True False 11,998
10 100.32 96.20 4.12 4.1% 0.78 0.8% 90% True False 10,935
20 100.32 94.76 5.56 5.6% 0.81 0.8% 92% True False 9,290
40 100.32 93.88 6.44 6.4% 0.81 0.8% 93% True False 7,843
60 100.32 93.00 7.32 7.3% 0.76 0.8% 94% True False 6,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.51
2.618 102.28
1.618 101.53
1.000 101.07
0.618 100.78
HIGH 100.32
0.618 100.03
0.500 99.95
0.382 99.86
LOW 99.57
0.618 99.11
1.000 98.82
1.618 98.36
2.618 97.61
4.250 96.38
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 99.95 99.95
PP 99.93 99.93
S1 99.92 99.92

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

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