NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 102.33 103.50 1.17 1.1% 101.50
High 102.88 103.50 0.62 0.6% 102.88
Low 102.20 102.12 -0.08 -0.1% 101.24
Close 102.86 102.42 -0.44 -0.4% 102.86
Range 0.68 1.38 0.70 102.9% 1.64
ATR 0.96 0.99 0.03 3.1% 0.00
Volume 83,967 51,854 -32,113 -38.2% 357,702
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.82 106.00 103.18
R3 105.44 104.62 102.80
R2 104.06 104.06 102.67
R1 103.24 103.24 102.55 102.96
PP 102.68 102.68 102.68 102.54
S1 101.86 101.86 102.29 101.58
S2 101.30 101.30 102.17
S3 99.92 100.48 102.04
S4 98.54 99.10 101.66
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 107.25 106.69 103.76
R3 105.61 105.05 103.31
R2 103.97 103.97 103.16
R1 103.41 103.41 103.01 103.69
PP 102.33 102.33 102.33 102.47
S1 101.77 101.77 102.71 102.05
S2 100.69 100.69 102.56
S3 99.05 100.13 102.41
S4 97.41 98.49 101.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.50 101.24 2.26 2.2% 0.97 0.9% 52% True False 67,023
10 103.50 99.02 4.48 4.4% 1.03 1.0% 76% True False 68,927
20 103.50 97.38 6.12 6.0% 0.99 1.0% 82% True False 53,496
40 103.50 93.98 9.52 9.3% 0.96 0.9% 89% True False 47,424
60 103.50 93.05 10.45 10.2% 0.97 0.9% 90% True False 45,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 109.37
2.618 107.11
1.618 105.73
1.000 104.88
0.618 104.35
HIGH 103.50
0.618 102.97
0.500 102.81
0.382 102.65
LOW 102.12
0.618 101.27
1.000 100.74
1.618 99.89
2.618 98.51
4.250 96.26
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 102.81 102.60
PP 102.68 102.54
S1 102.55 102.48

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

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