NYMEX Light Sweet Crude Oil Future January 2015


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 96.46 96.99 0.53 0.5% 94.40
High 96.68 98.05 1.37 1.4% 96.36
Low 96.32 96.90 0.58 0.6% 94.37
Close 96.65 97.85 1.20 1.2% 96.17
Range 0.36 1.15 0.79 219.4% 1.99
ATR 0.71 0.75 0.05 7.0% 0.00
Volume 5,953 3,962 -1,991 -33.4% 21,970
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 101.05 100.60 98.48
R3 99.90 99.45 98.17
R2 98.75 98.75 98.06
R1 98.30 98.30 97.96 98.53
PP 97.60 97.60 97.60 97.71
S1 97.15 97.15 97.74 97.38
S2 96.45 96.45 97.64
S3 95.30 96.00 97.53
S4 94.15 94.85 97.22
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 98.05 95.74 2.31 2.4% 0.48 0.5% 91% True False 4,052
10 98.05 93.80 4.25 4.3% 0.62 0.6% 95% True False 4,122
20 98.05 93.32 4.73 4.8% 0.67 0.7% 96% True False 3,896
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 0.07
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.94
2.618 101.06
1.618 99.91
1.000 99.20
0.618 98.76
HIGH 98.05
0.618 97.61
0.500 97.48
0.382 97.34
LOW 96.90
0.618 96.19
1.000 95.75
1.618 95.04
2.618 93.89
4.250 92.01
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 97.73 97.63
PP 97.60 97.41
S1 97.48 97.19

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

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