NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 30-Jun-2014

Day Change Summary
	Previous	Current
	27-Jun-2014	30-Jun-2014	Change	Change %	Previous Week
Open	103.94	104.07	0.13	0.1%	105.20
High	104.50	104.14	-0.36	-0.3%	105.55
Low	103.79	103.22	-0.57	-0.5%	103.39
Close	104.14	103.85	-0.29	-0.3%	104.14
Range	0.71	0.92	0.21	29.6%	2.16
ATR	1.09	1.08	-0.01	-1.1%	0.00
Volume	29,484	16,422	-13,062	-44.3%	171,011

Daily Pivots for day following 30-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.50	106.09	104.36
R3	105.58	105.17	104.10
R2	104.66	104.66	104.02
R1	104.25	104.25	103.93	104.00
PP	103.74	103.74	103.74	103.61
S1	103.33	103.33	103.77	103.08
S2	102.82	102.82	103.68
S3	101.90	102.41	103.60
S4	100.98	101.49	103.34

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	110.84	109.65	105.33
R3	108.68	107.49	104.73
R2	106.52	106.52	104.54
R1	105.33	105.33	104.34	104.85
PP	104.36	104.36	104.36	104.12
S1	103.17	103.17	103.94	102.69
S2	102.20	102.20	103.74
S3	100.04	101.01	103.55
S4	97.88	98.85	102.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.52	103.22	2.30	2.2%	1.20	1.2%	27%	False	True	30,214
10	105.55	103.22	2.33	2.2%	1.13	1.1%	27%	False	True	34,144
20	105.55	99.14	6.41	6.2%	1.08	1.0%	73%	False	False	31,875
40	105.55	95.59	9.96	9.6%	0.99	1.0%	83%	False	False	24,272
60	105.55	95.59	9.96	9.6%	0.96	0.9%	83%	False	False	19,766
80	105.55	93.72	11.83	11.4%	0.95	0.9%	86%	False	False	16,522
100	105.55	92.47	13.08	12.6%	0.92	0.9%	87%	False	False	14,237
120	105.55	88.69	16.86	16.2%	0.87	0.8%	90%	False	False	12,333

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	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.05
2.618	106.55
1.618	105.63
1.000	105.06
0.618	104.71
HIGH	104.14
0.618	103.79
0.500	103.68
0.382	103.57
LOW	103.22
0.618	102.65
1.000	102.30
1.618	101.73
2.618	100.81
4.250	99.31

Fisher Pivots for day following 30-Jun-2014
Pivot	1 day	3 day
R1	103.79	104.08
PP	103.74	104.00
S1	103.68	103.93

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