NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 102.66 102.10 -0.56 -0.5% 103.33
High 102.71 102.61 -0.10 -0.1% 103.58
Low 101.63 101.41 -0.22 -0.2% 101.63
Close 101.98 101.79 -0.19 -0.2% 101.98
Range 1.08 1.20 0.12 11.1% 1.95
ATR 1.12 1.13 0.01 0.5% 0.00
Volume 64,609 56,616 -7,993 -12.4% 263,899
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 105.54 104.86 102.45
R3 104.34 103.66 102.12
R2 103.14 103.14 102.01
R1 102.46 102.46 101.90 102.20
PP 101.94 101.94 101.94 101.81
S1 101.26 101.26 101.68 101.00
S2 100.74 100.74 101.57
S3 99.54 100.06 101.46
S4 98.34 98.86 101.13
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 108.25 107.06 103.05
R3 106.30 105.11 102.52
R2 104.35 104.35 102.34
R1 103.16 103.16 102.16 102.78
PP 102.40 102.40 102.40 102.21
S1 101.21 101.21 101.80 100.83
S2 100.45 100.45 101.62
S3 98.50 99.26 101.44
S4 96.55 97.31 100.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.58 101.41 2.17 2.1% 1.18 1.2% 18% False True 64,103
10 103.58 100.75 2.83 2.8% 1.09 1.1% 37% False False 62,619
20 103.58 97.30 6.28 6.2% 1.07 1.1% 71% False False 52,950
40 103.58 97.30 6.28 6.2% 1.09 1.1% 71% False False 41,147
60 103.58 95.06 8.52 8.4% 1.13 1.1% 79% False False 33,257
80 103.58 93.68 9.90 9.7% 1.12 1.1% 82% False False 27,621
100 103.58 89.73 13.85 13.6% 1.08 1.1% 87% False False 23,565
120 103.58 89.73 13.85 13.6% 1.02 1.0% 87% False False 20,389
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.71
2.618 105.75
1.618 104.55
1.000 103.81
0.618 103.35
HIGH 102.61
0.618 102.15
0.500 102.01
0.382 101.87
LOW 101.41
0.618 100.67
1.000 100.21
1.618 99.47
2.618 98.27
4.250 96.31
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 102.01 102.26
PP 101.94 102.10
S1 101.86 101.95

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

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