NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 101.94 102.08 0.14 0.1% 98.19
High 102.24 102.75 0.51 0.5% 102.48
Low 101.65 101.69 0.04 0.0% 98.15
Close 101.82 102.41 0.59 0.6% 101.44
Range 0.59 1.06 0.47 79.7% 4.33
ATR 0.98 0.98 0.01 0.6% 0.00
Volume 59,184 78,917 19,733 33.3% 320,877
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 105.46 105.00 102.99
R3 104.40 103.94 102.70
R2 103.34 103.34 102.60
R1 102.88 102.88 102.51 103.11
PP 102.28 102.28 102.28 102.40
S1 101.82 101.82 102.31 102.05
S2 101.22 101.22 102.22
S3 100.16 100.76 102.12
S4 99.10 99.70 101.83
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
5 102.75 101.08 1.67 1.6% 0.95 0.9% 80% True False 75,176
10 102.75 97.85 4.90 4.8% 1.04 1.0% 93% True False 63,987
20 102.75 97.38 5.37 5.2% 0.94 0.9% 94% True False 52,147
40 102.75 93.98 8.77 8.6% 0.96 0.9% 96% True False 46,429
60 102.75 93.05 9.70 9.5% 0.97 0.9% 96% True False 43,714
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.26
2.618 105.53
1.618 104.47
1.000 103.81
0.618 103.41
HIGH 102.75
0.618 102.35
0.500 102.22
0.382 102.09
LOW 101.69
0.618 101.03
1.000 100.63
1.618 99.97
2.618 98.91
4.250 97.19
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 102.35 102.27
PP 102.28 102.13
S1 102.22 102.00

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

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