NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 102.10 101.73 -0.37 -0.4% 103.33
High 102.61 102.13 -0.48 -0.5% 103.58
Low 101.41 101.53 0.12 0.1% 101.63
Close 101.79 101.97 0.18 0.2% 101.98
Range 1.20 0.60 -0.60 -50.0% 1.95
ATR 1.13 1.09 -0.04 -3.3% 0.00
Volume 56,616 60,928 4,312 7.6% 263,899
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.68 103.42 102.30
R3 103.08 102.82 102.14
R2 102.48 102.48 102.08
R1 102.22 102.22 102.03 102.35
PP 101.88 101.88 101.88 101.94
S1 101.62 101.62 101.92 101.75
S2 101.28 101.28 101.86
S3 100.68 101.02 101.81
S4 100.08 100.42 101.64
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
5 103.47 101.41 2.06 2.0% 1.13 1.1% 27% False False 65,106
10 103.58 100.83 2.75 2.7% 1.07 1.0% 41% False False 64,687
20 103.58 97.67 5.91 5.8% 1.03 1.0% 73% False False 54,397
40 103.58 97.30 6.28 6.2% 1.08 1.1% 74% False False 42,271
60 103.58 95.06 8.52 8.4% 1.12 1.1% 81% False False 33,927
80 103.58 93.99 9.59 9.4% 1.11 1.1% 83% False False 28,307
100 103.58 89.73 13.85 13.6% 1.07 1.1% 88% False False 24,121
120 103.58 89.73 13.85 13.6% 1.02 1.0% 88% False False 20,860
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 104.68
2.618 103.70
1.618 103.10
1.000 102.73
0.618 102.50
HIGH 102.13
0.618 101.90
0.500 101.83
0.382 101.76
LOW 101.53
0.618 101.16
1.000 100.93
1.618 100.56
2.618 99.96
4.250 98.98
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 101.92 102.06
PP 101.88 102.03
S1 101.83 102.00

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

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