NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 06-May-2014
Day Change Summary
Previous Current
05-May-2014 06-May-2014 Change Change % Previous Week
Open 94.18 93.79 -0.39 -0.4% 95.73
High 94.33 94.17 -0.16 -0.2% 95.83
Low 93.41 93.44 0.03 0.0% 93.32
Close 93.67 93.46 -0.21 -0.2% 94.07
Range 0.92 0.73 -0.19 -20.7% 2.51
ATR 0.76 0.76 0.00 -0.3% 0.00
Volume 2,712 1,590 -1,122 -41.4% 20,151
Daily Pivots for day following 06-May-2014
Classic Woodie Camarilla DeMark
R4 95.88 95.40 93.86
R3 95.15 94.67 93.66
R2 94.42 94.42 93.59
R1 93.94 93.94 93.53 93.82
PP 93.69 93.69 93.69 93.63
S1 93.21 93.21 93.39 93.09
S2 92.96 92.96 93.33
S3 92.23 92.48 93.26
S4 91.50 91.75 93.06
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 101.94 100.51 95.45
R3 99.43 98.00 94.76
R2 96.92 96.92 94.53
R1 95.49 95.49 94.30 94.95
PP 94.41 94.41 94.41 94.14
S1 92.98 92.98 93.84 92.44
S2 91.90 91.90 93.61
S3 89.39 90.47 93.38
S4 86.88 87.96 92.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.87 93.32 1.55 1.7% 0.73 0.8% 9% False False 3,584
10 96.55 93.32 3.23 3.5% 0.69 0.7% 4% False False 3,594
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.27
2.618 96.08
1.618 95.35
1.000 94.90
0.618 94.62
HIGH 94.17
0.618 93.89
0.500 93.81
0.382 93.72
LOW 93.44
0.618 92.99
1.000 92.71
1.618 92.26
2.618 91.53
4.250 90.34
Fisher Pivots for day following 06-May-2014
Pivot 1 day 3 day
R1 93.81 93.87
PP 93.69 93.73
S1 93.58 93.60

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

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