NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 102.37 102.20 -0.17 -0.2% 103.50
High 102.43 102.71 0.28 0.3% 103.66
Low 101.57 101.62 0.05 0.0% 101.58
Close 102.18 102.25 0.07 0.1% 102.44
Range 0.86 1.09 0.23 26.7% 2.08
ATR 1.03 1.03 0.00 0.4% 0.00
Volume 32,124 53,591 21,467 66.8% 257,821
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.46 104.95 102.85
R3 104.37 103.86 102.55
R2 103.28 103.28 102.45
R1 102.77 102.77 102.35 103.03
PP 102.19 102.19 102.19 102.32
S1 101.68 101.68 102.15 101.94
S2 101.10 101.10 102.05
S3 100.01 100.59 101.95
S4 98.92 99.50 101.65
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 108.80 107.70 103.58
R3 106.72 105.62 103.01
R2 104.64 104.64 102.82
R1 103.54 103.54 102.63 103.05
PP 102.56 102.56 102.56 102.32
S1 101.46 101.46 102.25 100.97
S2 100.48 100.48 102.06
S3 98.40 99.38 101.87
S4 96.32 97.30 101.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.66 101.57 2.09 2.0% 1.11 1.1% 33% False False 50,773
10 103.66 101.57 2.09 2.0% 1.05 1.0% 33% False False 56,560
20 103.66 97.38 6.28 6.1% 1.06 1.0% 78% False False 57,836
40 103.66 94.20 9.46 9.3% 0.97 0.9% 85% False False 48,566
60 103.66 93.98 9.68 9.5% 0.98 1.0% 85% False False 46,670
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 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.34
2.618 105.56
1.618 104.47
1.000 103.80
0.618 103.38
HIGH 102.71
0.618 102.29
0.500 102.17
0.382 102.04
LOW 101.62
0.618 100.95
1.000 100.53
1.618 99.86
2.618 98.77
4.250 96.99
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 102.22 102.22
PP 102.19 102.18
S1 102.17 102.15

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

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