NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 99.08 99.25 0.17 0.2% 99.87
High 99.21 99.86 0.65 0.7% 100.32
Low 98.70 98.88 0.18 0.2% 98.65
Close 99.13 99.05 -0.08 -0.1% 99.00
Range 0.51 0.98 0.47 92.2% 1.67
ATR 0.87 0.88 0.01 0.9% 0.00
Volume 11,211 9,771 -1,440 -12.8% 33,404
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 102.20 101.61 99.59
R3 101.22 100.63 99.32
R2 100.24 100.24 99.23
R1 99.65 99.65 99.14 99.46
PP 99.26 99.26 99.26 99.17
S1 98.67 98.67 98.96 98.48
S2 98.28 98.28 98.87
S3 97.30 97.69 98.78
S4 96.32 96.71 98.51
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 99.87 98.60 1.27 1.3% 0.84 0.9% 35% False False 9,143
10 100.32 98.60 1.72 1.7% 0.84 0.8% 26% False False 10,372
20 100.32 95.31 5.01 5.1% 0.82 0.8% 75% False False 9,902
40 100.32 94.76 5.56 5.6% 0.82 0.8% 77% False False 8,484
60 100.32 93.00 7.32 7.4% 0.76 0.8% 83% False False 7,250
80 100.32 93.00 7.32 7.4% 0.73 0.7% 83% False False 6,507
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.03
2.618 102.43
1.618 101.45
1.000 100.84
0.618 100.47
HIGH 99.86
0.618 99.49
0.500 99.37
0.382 99.25
LOW 98.88
0.618 98.27
1.000 97.90
1.618 97.29
2.618 96.31
4.250 94.72
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 99.37 99.23
PP 99.26 99.17
S1 99.16 99.11

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

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