NYMEX Light Sweet Crude Oil Future November 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 100.67 100.42 -0.25 -0.2% 99.63
High 100.91 100.87 -0.04 0.0% 99.86
Low 100.02 100.42 0.40 0.4% 98.25
Close 100.40 100.67 0.27 0.3% 99.11
Range 0.89 0.45 -0.44 -49.4% 1.61
ATR 0.90 0.87 -0.03 -3.4% 0.00
Volume 23,860 24,735 875 3.7% 50,952
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 102.00 101.79 100.92
R3 101.55 101.34 100.79
R2 101.10 101.10 100.75
R1 100.89 100.89 100.71 101.00
PP 100.65 100.65 100.65 100.71
S1 100.44 100.44 100.63 100.55
S2 100.20 100.20 100.59
S3 99.75 99.99 100.55
S4 99.30 99.54 100.42
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.90 103.12 100.00
R3 102.29 101.51 99.55
R2 100.68 100.68 99.41
R1 99.90 99.90 99.26 99.49
PP 99.07 99.07 99.07 98.87
S1 98.29 98.29 98.96 97.88
S2 97.46 97.46 98.81
S3 95.85 96.68 98.67
S4 94.24 95.07 98.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.91 98.25 2.66 2.6% 0.87 0.9% 91% False False 17,786
10 100.91 98.25 2.66 2.6% 0.86 0.9% 91% False False 13,465
20 100.91 97.30 3.61 3.6% 0.81 0.8% 93% False False 12,136
40 100.91 94.76 6.15 6.1% 0.83 0.8% 96% False False 9,763
60 100.91 93.00 7.91 7.9% 0.79 0.8% 97% False False 8,297
80 100.91 93.00 7.91 7.9% 0.75 0.7% 97% False False 7,442
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 0.16
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 102.78
2.618 102.05
1.618 101.60
1.000 101.32
0.618 101.15
HIGH 100.87
0.618 100.70
0.500 100.65
0.382 100.59
LOW 100.42
0.618 100.14
1.000 99.97
1.618 99.69
2.618 99.24
4.250 98.51
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 100.66 100.45
PP 100.65 100.22
S1 100.65 100.00

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

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