NYMEX Light Sweet Crude Oil Future November 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 99.63 99.08 -0.55 -0.6% 99.87
High 99.63 99.21 -0.42 -0.4% 100.32
Low 98.60 98.70 0.10 0.1% 98.65
Close 98.92 99.13 0.21 0.2% 99.00
Range 1.03 0.51 -0.52 -50.5% 1.67
ATR 0.90 0.87 -0.03 -3.1% 0.00
Volume 6,896 11,211 4,315 62.6% 33,404
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 100.54 100.35 99.41
R3 100.03 99.84 99.27
R2 99.52 99.52 99.22
R1 99.33 99.33 99.18 99.43
PP 99.01 99.01 99.01 99.06
S1 98.82 98.82 99.08 98.92
S2 98.50 98.50 99.04
S3 97.99 98.31 98.99
S4 97.48 97.80 98.85
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 104.33 103.34 99.92
R3 102.66 101.67 99.46
R2 100.99 100.99 99.31
R1 100.00 100.00 99.15 99.66
PP 99.32 99.32 99.32 99.16
S1 98.33 98.33 98.85 97.99
S2 97.65 97.65 98.69
S3 95.98 96.66 98.54
S4 94.31 94.99 98.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.17 98.60 1.57 1.6% 0.88 0.9% 34% False False 8,776
10 100.32 97.98 2.34 2.4% 0.85 0.9% 49% False False 10,387
20 100.32 94.98 5.34 5.4% 0.80 0.8% 78% False False 9,595
40 100.32 94.76 5.56 5.6% 0.81 0.8% 79% False False 8,398
60 100.32 93.00 7.32 7.4% 0.76 0.8% 84% False False 7,154
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 0.12
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 101.38
2.618 100.55
1.618 100.04
1.000 99.72
0.618 99.53
HIGH 99.21
0.618 99.02
0.500 98.96
0.382 98.89
LOW 98.70
0.618 98.38
1.000 98.19
1.618 97.87
2.618 97.36
4.250 96.53
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 99.07 99.13
PP 99.01 99.12
S1 98.96 99.12

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

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