NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 100.54 100.17 -0.37 -0.4% 101.16
High 100.57 100.61 0.04 0.0% 101.27
Low 99.61 99.56 -0.05 -0.1% 99.61
Close 100.00 99.90 -0.10 -0.1% 100.00
Range 0.96 1.05 0.09 9.4% 1.66
ATR 0.95 0.96 0.01 0.7% 0.00
Volume 16,572 16,981 409 2.5% 61,422
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.17 102.59 100.48
R3 102.12 101.54 100.19
R2 101.07 101.07 100.09
R1 100.49 100.49 100.00 100.26
PP 100.02 100.02 100.02 99.91
S1 99.44 99.44 99.80 99.21
S2 98.97 98.97 99.71
S3 97.92 98.39 99.61
S4 96.87 97.34 99.32
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 105.27 104.30 100.91
R3 103.61 102.64 100.46
R2 101.95 101.95 100.30
R1 100.98 100.98 100.15 100.64
PP 100.29 100.29 100.29 100.12
S1 99.32 99.32 99.85 98.98
S2 98.63 98.63 99.70
S3 96.97 97.66 99.54
S4 95.31 96.00 99.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.27 99.56 1.71 1.7% 0.97 1.0% 20% False True 15,680
10 101.35 98.84 2.51 2.5% 0.91 0.9% 42% False False 17,776
20 101.35 95.59 5.76 5.8% 0.90 0.9% 75% False False 16,670
40 101.35 95.59 5.76 5.8% 0.91 0.9% 75% False False 13,711
60 101.35 93.72 7.63 7.6% 0.91 0.9% 81% False False 11,405
80 101.35 92.47 8.88 8.9% 0.88 0.9% 84% False False 9,828
100 101.35 88.69 12.66 12.7% 0.83 0.8% 89% False False 8,425
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.07
2.618 103.36
1.618 102.31
1.000 101.66
0.618 101.26
HIGH 100.61
0.618 100.21
0.500 100.09
0.382 99.96
LOW 99.56
0.618 98.91
1.000 98.51
1.618 97.86
2.618 96.81
4.250 95.10
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 100.09 100.22
PP 100.02 100.11
S1 99.96 100.01

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

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