NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 17-Jun-2014
Day Change Summary
Previous Current
16-Jun-2014 17-Jun-2014 Change Change % Previous Week
Open 101.50 101.73 0.23 0.2% 98.19
High 102.00 102.37 0.37 0.4% 102.48
Low 101.45 101.24 -0.21 -0.2% 98.15
Close 101.84 101.74 -0.10 -0.1% 101.44
Range 0.55 1.13 0.58 105.5% 4.33
ATR 1.00 1.01 0.01 1.0% 0.00
Volume 74,440 61,194 -13,246 -17.8% 320,877
Daily Pivots for day following 17-Jun-2014
Classic Woodie Camarilla DeMark
R4 105.17 104.59 102.36
R3 104.04 103.46 102.05
R2 102.91 102.91 101.95
R1 102.33 102.33 101.84 102.62
PP 101.78 101.78 101.78 101.93
S1 101.20 101.20 101.64 101.49
S2 100.65 100.65 101.53
S3 99.52 100.07 101.43
S4 98.39 98.94 101.12
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 113.68 111.89 103.82
R3 109.35 107.56 102.63
R2 105.02 105.02 102.23
R1 103.23 103.23 101.84 104.13
PP 100.69 100.69 100.69 101.14
S1 98.90 98.90 101.04 99.80
S2 96.36 96.36 100.65
S3 92.03 94.57 100.25
S4 87.70 90.24 99.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.48 99.38 3.10 3.0% 1.14 1.1% 76% False False 69,108
10 102.48 97.38 5.10 5.0% 1.07 1.1% 85% False False 59,113
20 102.48 97.04 5.44 5.3% 0.97 1.0% 86% False False 49,704
40 102.48 93.98 8.50 8.4% 0.97 1.0% 91% False False 44,708
60 102.48 93.05 9.43 9.3% 0.97 1.0% 92% False False 42,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.17
2.618 105.33
1.618 104.20
1.000 103.50
0.618 103.07
HIGH 102.37
0.618 101.94
0.500 101.81
0.382 101.67
LOW 101.24
0.618 100.54
1.000 100.11
1.618 99.41
2.618 98.28
4.250 96.44
Fisher Pivots for day following 17-Jun-2014
Pivot 1 day 3 day
R1 101.81 101.78
PP 101.78 101.77
S1 101.76 101.75

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

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