NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 103.14 103.18 0.04 0.0% 104.00
High 103.25 103.54 0.29 0.3% 104.44
Low 102.38 102.40 0.02 0.0% 102.55
Close 102.98 103.01 0.03 0.0% 103.26
Range 0.87 1.14 0.27 31.0% 1.89
ATR 0.97 0.99 0.01 1.2% 0.00
Volume 11,465 22,851 11,386 99.3% 95,164
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 106.40 105.85 103.64
R3 105.26 104.71 103.32
R2 104.12 104.12 103.22
R1 103.57 103.57 103.11 103.28
PP 102.98 102.98 102.98 102.84
S1 102.43 102.43 102.91 102.14
S2 101.84 101.84 102.80
S3 100.70 101.29 102.70
S4 99.56 100.15 102.38
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 109.09 108.06 104.30
R3 107.20 106.17 103.78
R2 105.31 105.31 103.61
R1 104.28 104.28 103.43 103.85
PP 103.42 103.42 103.42 103.20
S1 102.39 102.39 103.09 101.96
S2 101.53 101.53 102.91
S3 99.64 100.50 102.74
S4 97.75 98.61 102.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.44 102.38 2.06 2.0% 1.08 1.1% 31% False False 18,672
10 104.44 102.38 2.06 2.0% 0.99 1.0% 31% False False 20,903
20 104.44 98.25 6.19 6.0% 1.01 1.0% 77% False False 20,568
40 104.44 94.98 9.46 9.2% 0.91 0.9% 85% False False 15,081
60 104.44 94.76 9.68 9.4% 0.88 0.9% 85% False False 12,455
80 104.44 93.00 11.44 11.1% 0.82 0.8% 88% False False 10,507
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.39
2.618 106.52
1.618 105.38
1.000 104.68
0.618 104.24
HIGH 103.54
0.618 103.10
0.500 102.97
0.382 102.84
LOW 102.40
0.618 101.70
1.000 101.26
1.618 100.56
2.618 99.42
4.250 97.56
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 103.00 103.00
PP 102.98 102.99
S1 102.97 102.98

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

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