NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 100.17 99.89 -0.28 -0.3% 101.16
High 100.61 100.21 -0.40 -0.4% 101.27
Low 99.56 99.64 0.08 0.1% 99.61
Close 99.90 100.08 0.18 0.2% 100.00
Range 1.05 0.57 -0.48 -45.7% 1.66
ATR 0.96 0.93 -0.03 -2.9% 0.00
Volume 16,981 16,990 9 0.1% 61,422
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 101.69 101.45 100.39
R3 101.12 100.88 100.24
R2 100.55 100.55 100.18
R1 100.31 100.31 100.13 100.43
PP 99.98 99.98 99.98 100.04
S1 99.74 99.74 100.03 99.86
S2 99.41 99.41 99.98
S3 98.84 99.17 99.92
S4 98.27 98.60 99.77
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% 0.95 0.9% 30% False False 16,072
10 101.35 98.86 2.49 2.5% 0.90 0.9% 49% False False 17,929
20 101.35 95.82 5.53 5.5% 0.87 0.9% 77% False False 16,970
40 101.35 95.59 5.76 5.8% 0.90 0.9% 78% False False 13,995
60 101.35 93.72 7.63 7.6% 0.90 0.9% 83% False False 11,546
80 101.35 93.16 8.19 8.2% 0.88 0.9% 84% False False 9,995
100 101.35 88.69 12.66 12.6% 0.83 0.8% 90% False False 8,569
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 0.18
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 102.63
2.618 101.70
1.618 101.13
1.000 100.78
0.618 100.56
HIGH 100.21
0.618 99.99
0.500 99.93
0.382 99.86
LOW 99.64
0.618 99.29
1.000 99.07
1.618 98.72
2.618 98.15
4.250 97.22
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 100.03 100.09
PP 99.98 100.08
S1 99.93 100.08

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

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