NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 04-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 04-Jul-2014 Change Change % Previous Week
Open 103.66 103.55 -0.11 -0.1% 105.02
High 103.70 103.60 -0.10 -0.1% 105.40
Low 103.14 103.14 0.00 0.0% 103.14
Close 103.51 103.28 -0.23 -0.2% 103.28
Range 0.56 0.46 -0.10 -17.9% 2.26
ATR 1.16 1.11 -0.05 -4.3% 0.00
Volume 71,346 90,795 19,449 27.3% 368,429
Daily Pivots for day following 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 104.72 104.46 103.53
R3 104.26 104.00 103.41
R2 103.80 103.80 103.36
R1 103.54 103.54 103.32 103.44
PP 103.34 103.34 103.34 103.29
S1 103.08 103.08 103.24 102.98
S2 102.88 102.88 103.20
S3 102.42 102.62 103.15
S4 101.96 102.16 103.03
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 110.72 109.26 104.52
R3 108.46 107.00 103.90
R2 106.20 106.20 103.69
R1 104.74 104.74 103.49 104.34
PP 103.94 103.94 103.94 103.74
S1 102.48 102.48 103.07 102.08
S2 101.68 101.68 102.87
S3 99.42 100.22 102.66
S4 97.16 97.96 102.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.40 103.14 2.26 2.2% 0.95 0.9% 6% False True 73,685
10 106.64 103.14 3.50 3.4% 1.17 1.1% 4% False True 69,989
20 106.64 101.01 5.63 5.5% 1.18 1.1% 40% False False 71,191
40 106.64 97.29 9.35 9.1% 1.08 1.0% 64% False False 54,167
60 106.64 96.43 10.21 9.9% 1.05 1.0% 67% False False 45,657
80 106.64 94.34 12.30 11.9% 1.06 1.0% 73% False False 39,396
100 106.64 94.34 12.30 11.9% 1.07 1.0% 73% False False 34,742
120 106.64 89.32 17.32 16.8% 1.05 1.0% 81% False False 30,823
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 131 trading days
Fibonacci Retracements and Extensions
4.250 105.56
2.618 104.80
1.618 104.34
1.000 104.06
0.618 103.88
HIGH 103.60
0.618 103.42
0.500 103.37
0.382 103.32
LOW 103.14
0.618 102.86
1.000 102.68
1.618 102.40
2.618 101.94
4.250 101.19
Fisher Pivots for day following 04-Jul-2014
Pivot 1 day 3 day
R1 103.37 104.02
PP 103.34 103.77
S1 103.31 103.53

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

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