NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 97.10 97.22 0.12 0.1% 94.93
High 97.63 98.06 0.43 0.4% 97.28
Low 96.98 97.04 0.06 0.1% 94.79
Close 97.26 97.57 0.31 0.3% 97.04
Range 0.65 1.02 0.37 56.9% 2.49
ATR 0.96 0.96 0.00 0.4% 0.00
Volume 28,945 40,790 11,845 40.9% 211,893
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 100.62 100.11 98.13
R3 99.60 99.09 97.85
R2 98.58 98.58 97.76
R1 98.07 98.07 97.66 98.33
PP 97.56 97.56 97.56 97.68
S1 97.05 97.05 97.48 97.31
S2 96.54 96.54 97.38
S3 95.52 96.03 97.29
S4 94.50 95.01 97.01
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 103.84 102.93 98.41
R3 101.35 100.44 97.72
R2 98.86 98.86 97.50
R1 97.95 97.95 97.27 98.41
PP 96.37 96.37 96.37 96.60
S1 95.46 95.46 96.81 95.92
S2 93.88 93.88 96.58
S3 91.39 92.97 96.36
S4 88.90 90.48 95.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.06 96.41 1.65 1.7% 0.73 0.7% 70% True False 42,901
10 98.06 94.31 3.75 3.8% 0.91 0.9% 87% True False 39,877
20 98.06 93.98 4.08 4.2% 0.96 1.0% 88% True False 40,689
40 98.06 93.05 5.01 5.1% 0.98 1.0% 90% True False 38,810
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 0.19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.40
2.618 100.73
1.618 99.71
1.000 99.08
0.618 98.69
HIGH 98.06
0.618 97.67
0.500 97.55
0.382 97.43
LOW 97.04
0.618 96.41
1.000 96.02
1.618 95.39
2.618 94.37
4.250 92.71
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 97.56 97.49
PP 97.56 97.42
S1 97.55 97.34

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

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