NYMEX Light Sweet Crude Oil Future October 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 101.47 101.50 0.03 0.0% 100.17
High 102.04 101.92 -0.12 -0.1% 100.92
Low 101.03 101.46 0.43 0.4% 99.14
Close 101.42 101.66 0.24 0.2% 100.07
Range 1.01 0.46 -0.55 -54.5% 1.78
ATR 0.97 0.94 -0.03 -3.5% 0.00
Volume 38,691 35,100 -3,591 -9.3% 98,128
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.06 102.82 101.91
R3 102.60 102.36 101.79
R2 102.14 102.14 101.74
R1 101.90 101.90 101.70 102.02
PP 101.68 101.68 101.68 101.74
S1 101.44 101.44 101.62 101.56
S2 101.22 101.22 101.58
S3 100.76 100.98 101.53
S4 100.30 100.52 101.41
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 105.38 104.51 101.05
R3 103.60 102.73 100.56
R2 101.82 101.82 100.40
R1 100.95 100.95 100.23 100.50
PP 100.04 100.04 100.04 99.82
S1 99.17 99.17 99.91 98.72
S2 98.26 98.26 99.74
S3 96.48 97.39 99.58
S4 94.70 95.61 99.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.04 99.14 2.90 2.9% 0.94 0.9% 87% False False 27,671
10 102.04 99.14 2.90 2.9% 0.92 0.9% 87% False False 22,586
20 102.04 98.17 3.87 3.8% 0.86 0.9% 90% False False 20,647
40 102.04 95.59 6.45 6.3% 0.91 0.9% 94% False False 16,464
60 102.04 93.74 8.30 8.2% 0.92 0.9% 95% False False 13,520
80 102.04 93.72 8.32 8.2% 0.90 0.9% 95% False False 11,708
100 102.04 89.94 12.10 11.9% 0.85 0.8% 97% False False 9,961
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 0.25
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 103.88
2.618 103.12
1.618 102.66
1.000 102.38
0.618 102.20
HIGH 101.92
0.618 101.74
0.500 101.69
0.382 101.64
LOW 101.46
0.618 101.18
1.000 101.00
1.618 100.72
2.618 100.26
4.250 99.51
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 101.69 101.45
PP 101.68 101.24
S1 101.67 101.04

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

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