NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 16-May-2014
Day Change Summary
Previous Current
15-May-2014 16-May-2014 Change Change % Previous Week
Open 96.12 96.12 0.00 0.0% 94.40
High 96.12 96.20 0.08 0.1% 96.36
Low 95.74 96.06 0.32 0.3% 94.37
Close 95.91 96.17 0.26 0.3% 96.17
Range 0.38 0.14 -0.24 -63.2% 1.99
ATR 0.78 0.75 -0.04 -4.5% 0.00
Volume 3,618 4,850 1,232 34.1% 21,970
Daily Pivots for day following 16-May-2014
Classic Woodie Camarilla DeMark
R4 96.56 96.51 96.25
R3 96.42 96.37 96.21
R2 96.28 96.28 96.20
R1 96.23 96.23 96.18 96.26
PP 96.14 96.14 96.14 96.16
S1 96.09 96.09 96.16 96.12
S2 96.00 96.00 96.14
S3 95.86 95.95 96.13
S4 95.72 95.81 96.09
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 101.60 100.88 97.26
R3 99.61 98.89 96.72
R2 97.62 97.62 96.53
R1 96.90 96.90 96.35 97.26
PP 95.63 95.63 95.63 95.82
S1 94.91 94.91 95.99 95.27
S2 93.64 93.64 95.81
S3 91.65 92.92 95.62
S4 89.66 90.93 95.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.36 94.37 1.99 2.1% 0.52 0.5% 90% False False 4,394
10 96.36 93.41 2.95 3.1% 0.67 0.7% 94% False False 3,756
20 96.71 93.32 3.39 3.5% 0.65 0.7% 84% False False 3,651
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 96.80
2.618 96.57
1.618 96.43
1.000 96.34
0.618 96.29
HIGH 96.20
0.618 96.15
0.500 96.13
0.382 96.11
LOW 96.06
0.618 95.97
1.000 95.92
1.618 95.83
2.618 95.69
4.250 95.47
Fisher Pivots for day following 16-May-2014
Pivot 1 day 3 day
R1 96.16 96.13
PP 96.14 96.09
S1 96.13 96.05

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

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