NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 03-Jun-2014

Day Change Summary
	Previous	Current
	02-Jun-2014	03-Jun-2014	Change	Change %	Previous Week
Open	100.17	99.89	-0.28	-0.3%	101.16
High	100.61	100.21	-0.40	-0.4%	101.27
Low	99.56	99.64	0.08	0.1%	99.61
Close	99.90	100.08	0.18	0.2%	100.00
Range	1.05	0.57	-0.48	-45.7%	1.66
ATR	0.96	0.93	-0.03	-2.9%	0.00
Volume	16,981	16,990	9	0.1%	61,422

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.69	101.45	100.39
R3	101.12	100.88	100.24
R2	100.55	100.55	100.18
R1	100.31	100.31	100.13	100.43
PP	99.98	99.98	99.98	100.04
S1	99.74	99.74	100.03	99.86
S2	99.41	99.41	99.98
S3	98.84	99.17	99.92
S4	98.27	98.60	99.77

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.27	104.30	100.91
R3	103.61	102.64	100.46
R2	101.95	101.95	100.30
R1	100.98	100.98	100.15	100.64
PP	100.29	100.29	100.29	100.12
S1	99.32	99.32	99.85	98.98
S2	98.63	98.63	99.70
S3	96.97	97.66	99.54
S4	95.31	96.00	99.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.27	99.56	1.71	1.7%	0.95	0.9%	30%	False	False	16,072
10	101.35	98.86	2.49	2.5%	0.90	0.9%	49%	False	False	17,929
20	101.35	95.82	5.53	5.5%	0.87	0.9%	77%	False	False	16,970
40	101.35	95.59	5.76	5.8%	0.90	0.9%	78%	False	False	13,995
60	101.35	93.72	7.63	7.6%	0.90	0.9%	83%	False	False	11,546
80	101.35	93.16	8.19	8.2%	0.88	0.9%	84%	False	False	9,995
100	101.35	88.69	12.66	12.6%	0.83	0.8%	90%	False	False	8,569

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	0.18
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	102.63
2.618	101.70
1.618	101.13
1.000	100.78
0.618	100.56
HIGH	100.21
0.618	99.99
0.500	99.93
0.382	99.86
LOW	99.64
0.618	99.29
1.000	99.07
1.618	98.72
2.618	98.15
4.250	97.22

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	100.03	100.09
PP	99.98	100.08
S1	99.93	100.08

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols