NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 100.64 100.90 0.26 0.3% 101.11
High 101.10 101.46 0.36 0.4% 101.98
Low 100.08 100.69 0.61 0.6% 100.08
Close 100.95 101.05 0.10 0.1% 101.05
Range 1.02 0.77 -0.25 -24.5% 1.90
ATR 1.03 1.02 -0.02 -1.8% 0.00
Volume 44,706 40,309 -4,397 -9.8% 188,445
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.38 102.98 101.47
R3 102.61 102.21 101.26
R2 101.84 101.84 101.19
R1 101.44 101.44 101.12 101.64
PP 101.07 101.07 101.07 101.17
S1 100.67 100.67 100.98 100.87
S2 100.30 100.30 100.91
S3 99.53 99.90 100.84
S4 98.76 99.13 100.63
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.74 105.79 102.10
R3 104.84 103.89 101.57
R2 102.94 102.94 101.40
R1 101.99 101.99 101.22 101.52
PP 101.04 101.04 101.04 100.80
S1 100.09 100.09 100.88 99.62
S2 99.14 99.14 100.70
S3 97.24 98.19 100.53
S4 95.34 96.29 100.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.98 100.08 1.90 1.9% 0.95 0.9% 51% False False 37,689
10 102.50 100.08 2.42 2.4% 0.99 1.0% 40% False False 37,899
20 102.50 97.29 5.21 5.2% 0.97 1.0% 72% False False 37,144
40 102.50 96.43 6.07 6.0% 0.98 1.0% 76% False False 32,890
60 102.50 94.34 8.16 8.1% 1.02 1.0% 82% False False 28,798
80 102.50 94.34 8.16 8.1% 1.04 1.0% 82% False False 25,630
100 102.50 89.32 13.18 13.0% 1.02 1.0% 89% False False 22,749
120 102.50 89.09 13.41 13.3% 1.01 1.0% 89% False False 20,414
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.73
2.618 103.48
1.618 102.71
1.000 102.23
0.618 101.94
HIGH 101.46
0.618 101.17
0.500 101.08
0.382 100.98
LOW 100.69
0.618 100.21
1.000 99.92
1.618 99.44
2.618 98.67
4.250 97.42
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 101.08 101.04
PP 101.07 101.04
S1 101.06 101.03

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

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