NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 98.19 99.45 1.26 1.3% 98.07
High 99.56 99.93 0.37 0.4% 98.97
Low 98.15 99.02 0.87 0.9% 97.38
Close 99.52 99.43 -0.09 -0.1% 98.21
Range 1.41 0.91 -0.50 -35.5% 1.59
ATR 0.95 0.95 0.00 -0.3% 0.00
Volume 41,158 69,809 28,651 69.6% 195,418
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 102.19 101.72 99.93
R3 101.28 100.81 99.68
R2 100.37 100.37 99.60
R1 99.90 99.90 99.51 99.68
PP 99.46 99.46 99.46 99.35
S1 98.99 98.99 99.35 98.77
S2 98.55 98.55 99.26
S3 97.64 98.08 99.18
S4 96.73 97.17 98.93
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 99.93 97.38 2.55 2.6% 1.01 1.0% 80% True False 49,117
10 99.93 97.38 2.55 2.6% 0.96 1.0% 80% True False 42,042
20 99.93 95.26 4.67 4.7% 0.89 0.9% 89% True False 42,536
40 99.93 93.98 5.95 6.0% 0.94 0.9% 92% True False 41,539
60 99.93 92.25 7.68 7.7% 0.97 1.0% 93% True False 39,280
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.80
2.618 102.31
1.618 101.40
1.000 100.84
0.618 100.49
HIGH 99.93
0.618 99.58
0.500 99.48
0.382 99.37
LOW 99.02
0.618 98.46
1.000 98.11
1.618 97.55
2.618 96.64
4.250 95.15
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 99.48 99.25
PP 99.46 99.07
S1 99.45 98.89

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

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