NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 101.93 103.90 1.97 1.9% 100.05
High 104.04 104.65 0.61 0.6% 104.65
Low 101.90 103.48 1.58 1.6% 100.03
Close 103.70 103.82 0.12 0.1% 103.82
Range 2.14 1.17 -0.97 -45.3% 4.62
ATR 1.04 1.05 0.01 0.9% 0.00
Volume 28,939 53,244 24,305 84.0% 174,936
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 107.49 106.83 104.46
R3 106.32 105.66 104.14
R2 105.15 105.15 104.03
R1 104.49 104.49 103.93 104.24
PP 103.98 103.98 103.98 103.86
S1 103.32 103.32 103.71 103.07
S2 102.81 102.81 103.61
S3 101.64 102.15 103.50
S4 100.47 100.98 103.18
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 116.69 114.88 106.36
R3 112.07 110.26 105.09
R2 107.45 107.45 104.67
R1 105.64 105.64 104.24 106.55
PP 102.83 102.83 102.83 103.29
S1 101.02 101.02 103.40 101.93
S2 98.21 98.21 102.97
S3 93.59 96.40 102.55
S4 88.97 91.78 101.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.65 100.03 4.62 4.5% 1.26 1.2% 82% True False 34,987
10 104.65 99.14 5.51 5.3% 1.07 1.0% 85% True False 27,306
20 104.65 98.40 6.25 6.0% 0.96 0.9% 87% True False 22,747
40 104.65 95.59 9.06 8.7% 0.95 0.9% 91% True False 18,081
60 104.65 93.85 10.80 10.4% 0.95 0.9% 92% True False 14,706
80 104.65 93.72 10.93 10.5% 0.92 0.9% 92% True False 12,633
100 104.65 90.54 14.11 13.6% 0.87 0.8% 94% True False 10,748
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.62
2.618 107.71
1.618 106.54
1.000 105.82
0.618 105.37
HIGH 104.65
0.618 104.20
0.500 104.07
0.382 103.93
LOW 103.48
0.618 102.76
1.000 102.31
1.618 101.59
2.618 100.42
4.250 98.51
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 104.07 103.57
PP 103.98 103.31
S1 103.90 103.06

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

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