NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 99.69 100.27 0.58 0.6% 100.99
High 100.91 100.64 -0.27 -0.3% 101.17
Low 99.61 99.29 -0.32 -0.3% 98.15
Close 100.46 99.78 -0.68 -0.7% 100.46
Range 1.30 1.35 0.05 3.8% 3.02
ATR 1.40 1.40 0.00 -0.2% 0.00
Volume 77,311 82,563 5,252 6.8% 373,668
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 103.95 103.22 100.52
R3 102.60 101.87 100.15
R2 101.25 101.25 100.03
R1 100.52 100.52 99.90 100.21
PP 99.90 99.90 99.90 99.75
S1 99.17 99.17 99.66 98.86
S2 98.55 98.55 99.53
S3 97.20 97.82 99.41
S4 95.85 96.47 99.04
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 108.99 107.74 102.12
R3 105.97 104.72 101.29
R2 102.95 102.95 101.01
R1 101.70 101.70 100.74 100.82
PP 99.93 99.93 99.93 99.48
S1 98.68 98.68 100.18 97.80
S2 96.91 96.91 99.91
S3 93.89 95.66 99.63
S4 90.87 92.64 98.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.91 98.15 2.76 2.8% 1.43 1.4% 59% False False 79,828
10 101.39 98.14 3.25 3.3% 1.34 1.3% 50% False False 76,080
20 101.39 96.42 4.97 5.0% 1.38 1.4% 68% False False 82,844
40 103.45 96.42 7.03 7.0% 1.36 1.4% 48% False False 69,906
60 103.45 91.00 12.45 12.5% 1.34 1.3% 71% False False 62,131
80 103.45 90.97 12.48 12.5% 1.29 1.3% 71% False False 54,697
100 103.45 90.97 12.48 12.5% 1.27 1.3% 71% False False 51,190
120 103.45 90.97 12.48 12.5% 1.26 1.3% 71% False False 48,549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 106.38
2.618 104.17
1.618 102.82
1.000 101.99
0.618 101.47
HIGH 100.64
0.618 100.12
0.500 99.97
0.382 99.81
LOW 99.29
0.618 98.46
1.000 97.94
1.618 97.11
2.618 95.76
4.250 93.55
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 99.97 99.74
PP 99.90 99.69
S1 99.84 99.65

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

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