NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 105.95 104.85 -1.10 -1.0% 106.57
High 105.99 105.45 -0.54 -0.5% 106.64
Low 104.31 104.64 0.33 0.3% 104.31
Close 105.11 105.04 -0.07 -0.1% 105.04
Range 1.68 0.81 -0.87 -51.8% 2.33
ATR 1.21 1.18 -0.03 -2.4% 0.00
Volume 93,469 55,459 -38,010 -40.7% 331,468
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 107.47 107.07 105.49
R3 106.66 106.26 105.26
R2 105.85 105.85 105.19
R1 105.45 105.45 105.11 105.65
PP 105.04 105.04 105.04 105.15
S1 104.64 104.64 104.97 104.84
S2 104.23 104.23 104.89
S3 103.42 103.83 104.82
S4 102.61 103.02 104.59
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 112.32 111.01 106.32
R3 109.99 108.68 105.68
R2 107.66 107.66 105.47
R1 106.35 106.35 105.25 105.84
PP 105.33 105.33 105.33 105.08
S1 104.02 104.02 104.83 103.51
S2 103.00 103.00 104.61
S3 100.67 101.69 104.40
S4 98.34 99.36 103.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.64 104.31 2.33 2.2% 1.39 1.3% 31% False False 66,293
10 106.64 104.31 2.33 2.2% 1.19 1.1% 31% False False 70,614
20 106.64 100.08 6.56 6.2% 1.18 1.1% 76% False False 62,191
40 106.64 96.43 10.21 9.7% 1.08 1.0% 84% False False 48,378
60 106.64 95.75 10.89 10.4% 1.07 1.0% 85% False False 41,481
80 106.64 94.34 12.30 11.7% 1.08 1.0% 87% False False 36,038
100 106.64 92.13 14.51 13.8% 1.07 1.0% 89% False False 31,604
120 106.64 89.09 17.55 16.7% 1.05 1.0% 91% False False 28,294
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 0.31
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 108.89
2.618 107.57
1.618 106.76
1.000 106.26
0.618 105.95
HIGH 105.45
0.618 105.14
0.500 105.05
0.382 104.95
LOW 104.64
0.618 104.14
1.000 103.83
1.618 103.33
2.618 102.52
4.250 101.20
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 105.05 105.48
PP 105.04 105.33
S1 105.04 105.19

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

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