NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 104.66 103.66 -1.00 -1.0% 106.57
High 104.89 103.70 -1.19 -1.1% 106.64
Low 103.52 103.14 -0.38 -0.4% 104.31
Close 103.91 103.51 -0.40 -0.4% 105.04
Range 1.37 0.56 -0.81 -59.1% 2.33
ATR 1.20 1.16 -0.03 -2.5% 0.00
Volume 85,141 71,346 -13,795 -16.2% 331,468
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.13 104.88 103.82
R3 104.57 104.32 103.66
R2 104.01 104.01 103.61
R1 103.76 103.76 103.56 103.61
PP 103.45 103.45 103.45 103.37
S1 103.20 103.20 103.46 103.05
S2 102.89 102.89 103.41
S3 102.33 102.64 103.36
S4 101.77 102.08 103.20
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
5 105.45 103.14 2.31 2.2% 1.02 1.0% 16% False True 66,618
10 106.64 103.14 3.50 3.4% 1.22 1.2% 11% False True 70,193
20 106.64 100.69 5.95 5.7% 1.20 1.2% 47% False False 68,666
40 106.64 97.26 9.38 9.1% 1.09 1.0% 67% False False 52,815
60 106.64 96.43 10.21 9.9% 1.06 1.0% 69% False False 44,772
80 106.64 94.34 12.30 11.9% 1.07 1.0% 75% False False 38,522
100 106.64 94.34 12.30 11.9% 1.07 1.0% 75% False False 33,939
120 106.64 89.09 17.55 17.0% 1.05 1.0% 82% False False 30,188
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.25
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 106.08
2.618 105.17
1.618 104.61
1.000 104.26
0.618 104.05
HIGH 103.70
0.618 103.49
0.500 103.42
0.382 103.35
LOW 103.14
0.618 102.79
1.000 102.58
1.618 102.23
2.618 101.67
4.250 100.76
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 103.48 104.27
PP 103.45 104.02
S1 103.42 103.76

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

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