NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 103.68 103.48 -0.20 -0.2% 102.10
High 104.23 103.99 -0.24 -0.2% 102.94
Low 103.12 103.41 0.29 0.3% 100.93
Close 103.49 103.62 0.13 0.1% 101.94
Range 1.11 0.58 -0.53 -47.7% 2.01
ATR 1.13 1.09 -0.04 -3.5% 0.00
Volume 130,931 93,222 -37,709 -28.8% 309,516
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 105.41 105.10 103.94
R3 104.83 104.52 103.78
R2 104.25 104.25 103.73
R1 103.94 103.94 103.67 104.10
PP 103.67 103.67 103.67 103.75
S1 103.36 103.36 103.57 103.52
S2 103.09 103.09 103.51
S3 102.51 102.78 103.46
S4 101.93 102.20 103.30
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 107.97 106.96 103.05
R3 105.96 104.95 102.49
R2 103.95 103.95 102.31
R1 102.94 102.94 102.12 102.44
PP 101.94 101.94 101.94 101.69
S1 100.93 100.93 101.76 100.43
S2 99.93 99.93 101.57
S3 97.92 98.92 101.39
S4 95.91 96.91 100.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.23 100.93 3.30 3.2% 1.07 1.0% 82% False False 95,801
10 104.23 100.93 3.30 3.2% 1.08 1.0% 82% False False 81,660
20 104.23 100.04 4.19 4.0% 1.02 1.0% 85% False False 68,688
40 104.23 97.30 6.93 6.7% 1.08 1.0% 91% False False 51,199
60 104.23 95.30 8.93 8.6% 1.10 1.1% 93% False False 40,513
80 104.23 95.06 9.17 8.8% 1.12 1.1% 93% False False 34,342
100 104.23 91.21 13.02 12.6% 1.09 1.0% 95% False False 28,883
120 104.23 89.73 14.50 14.0% 1.04 1.0% 96% False False 25,053
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 106.46
2.618 105.51
1.618 104.93
1.000 104.57
0.618 104.35
HIGH 103.99
0.618 103.77
0.500 103.70
0.382 103.63
LOW 103.41
0.618 103.05
1.000 102.83
1.618 102.47
2.618 101.89
4.250 100.95
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 103.70 103.43
PP 103.67 103.25
S1 103.65 103.06

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

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