NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 10-Apr-2014
Day Change Summary
Previous Current
09-Apr-2014 10-Apr-2014 Change Change % Previous Week
Open 101.59 102.44 0.85 0.8% 100.99
High 102.82 102.84 0.02 0.0% 101.17
Low 101.26 102.12 0.86 0.8% 98.15
Close 102.65 102.38 -0.27 -0.3% 100.46
Range 1.56 0.72 -0.84 -53.8% 3.02
ATR 1.46 1.41 -0.05 -3.6% 0.00
Volume 187,751 124,427 -63,324 -33.7% 373,668
Daily Pivots for day following 10-Apr-2014
Classic Woodie Camarilla DeMark
R4 104.61 104.21 102.78
R3 103.89 103.49 102.58
R2 103.17 103.17 102.51
R1 102.77 102.77 102.45 102.61
PP 102.45 102.45 102.45 102.37
S1 102.05 102.05 102.31 101.89
S2 101.73 101.73 102.25
S3 101.01 101.33 102.18
S4 100.29 100.61 101.98
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
5 102.84 99.29 3.55 3.5% 1.37 1.3% 87% True False 119,262
10 102.84 98.15 4.69 4.6% 1.34 1.3% 90% True False 97,952
20 102.84 96.42 6.42 6.3% 1.37 1.3% 93% True False 89,404
40 103.45 96.42 7.03 6.9% 1.40 1.4% 85% False False 76,398
60 103.45 91.60 11.85 11.6% 1.35 1.3% 91% False False 66,879
80 103.45 90.97 12.48 12.2% 1.30 1.3% 91% False False 58,717
100 103.45 90.97 12.48 12.2% 1.27 1.2% 91% False False 54,414
120 103.45 90.97 12.48 12.2% 1.26 1.2% 91% False False 51,428
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 105.90
2.618 104.72
1.618 104.00
1.000 103.56
0.618 103.28
HIGH 102.84
0.618 102.56
0.500 102.48
0.382 102.40
LOW 102.12
0.618 101.68
1.000 101.40
1.618 100.96
2.618 100.24
4.250 99.06
Fisher Pivots for day following 10-Apr-2014
Pivot 1 day 3 day
R1 102.48 102.06
PP 102.45 101.74
S1 102.41 101.43

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

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