NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 09-Jun-2014

Day Change Summary
	Previous	Current
	06-Jun-2014	09-Jun-2014	Change	Change %	Previous Week
Open	98.15	98.19	0.04	0.0%	98.07
High	98.57	99.56	0.99	1.0%	98.97
Low	97.85	98.15	0.30	0.3%	97.38
Close	98.21	99.52	1.31	1.3%	98.21
Range	0.72	1.41	0.69	95.8%	1.59
ATR	0.92	0.95	0.04	3.9%	0.00
Volume	45,260	41,158	-4,102	-9.1%	195,418

Daily Pivots for day following 09-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.31	102.82	100.30
R3	101.90	101.41	99.91
R2	100.49	100.49	99.78
R1	100.00	100.00	99.65	100.25
PP	99.08	99.08	99.08	99.20
S1	98.59	98.59	99.39	98.84
S2	97.67	97.67	99.26
S3	96.26	97.18	99.13
S4	94.85	95.77	98.74

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.96	102.17	99.08
R3	101.37	100.58	98.65
R2	99.78	99.78	98.50
R1	98.99	98.99	98.36	99.39
PP	98.19	98.19	98.19	98.38
S1	97.40	97.40	98.06	97.80
S2	96.60	96.60	97.92
S3	95.01	95.81	97.77
S4	93.42	94.22	97.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.56	97.38	2.18	2.2%	0.94	0.9%	98%	True	False	41,691
10	99.56	97.38	2.18	2.2%	0.94	0.9%	98%	True	False	38,065
20	99.56	94.79	4.77	4.8%	0.89	0.9%	99%	True	False	40,978
40	99.56	93.98	5.58	5.6%	0.94	0.9%	99%	True	False	40,565
60	99.56	92.25	7.31	7.3%	0.97	1.0%	99%	True	False	38,656

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	105.55
2.618	103.25
1.618	101.84
1.000	100.97
0.618	100.43
HIGH	99.56
0.618	99.02
0.500	98.86
0.382	98.69
LOW	98.15
0.618	97.28
1.000	96.74
1.618	95.87
2.618	94.46
4.250	92.16

Fisher Pivots for day following 09-Jun-2014
Pivot	1 day	3 day
R1	99.30	99.17
PP	99.08	98.82
S1	98.86	98.47

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