NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 86.82 85.74 -1.08 -1.2% 90.21
High 87.40 86.88 -0.52 -0.6% 90.62
Low 85.32 85.18 -0.14 -0.2% 85.20
Close 85.76 86.60 0.84 1.0% 85.76
Range 2.08 1.70 -0.38 -18.3% 5.42
ATR 1.45 1.46 0.02 1.3% 0.00
Volume 51,067 34,774 -16,293 -31.9% 182,694
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 91.32 90.66 87.54
R3 89.62 88.96 87.07
R2 87.92 87.92 86.91
R1 87.26 87.26 86.76 87.59
PP 86.22 86.22 86.22 86.39
S1 85.56 85.56 86.44 85.89
S2 84.52 84.52 86.29
S3 82.82 83.86 86.13
S4 81.12 82.16 85.67
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 103.45 100.03 88.74
R3 98.03 94.61 87.25
R2 92.61 92.61 86.75
R1 89.19 89.19 86.26 88.19
PP 87.19 87.19 87.19 86.70
S1 83.77 83.77 85.26 82.77
S2 81.77 81.77 84.77
S3 76.35 78.35 84.27
S4 70.93 72.93 82.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.62 85.18 5.44 6.3% 2.14 2.5% 26% False True 38,307
10 90.62 85.18 5.44 6.3% 1.56 1.8% 26% False True 30,849
20 91.94 85.18 6.76 7.8% 1.41 1.6% 21% False True 25,431
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 94.11
2.618 91.33
1.618 89.63
1.000 88.58
0.618 87.93
HIGH 86.88
0.618 86.23
0.500 86.03
0.382 85.83
LOW 85.18
0.618 84.13
1.000 83.48
1.618 82.43
2.618 80.73
4.250 77.96
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 86.41 86.50
PP 86.22 86.40
S1 86.03 86.30

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

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