NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 104.14 103.91 -0.23 -0.2% 100.05
High 104.42 104.64 0.22 0.2% 104.65
Low 103.65 103.57 -0.08 -0.1% 100.03
Close 103.85 104.35 0.50 0.5% 103.82
Range 0.77 1.07 0.30 39.0% 4.62
ATR 1.01 1.02 0.00 0.4% 0.00
Volume 33,383 42,941 9,558 28.6% 174,936
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 107.40 106.94 104.94
R3 106.33 105.87 104.64
R2 105.26 105.26 104.55
R1 104.80 104.80 104.45 105.03
PP 104.19 104.19 104.19 104.30
S1 103.73 103.73 104.25 103.96
S2 103.12 103.12 104.15
S3 102.05 102.66 104.06
S4 100.98 101.59 103.76
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
5 104.65 103.45 1.20 1.1% 0.95 0.9% 75% False False 40,663
10 104.65 99.73 4.92 4.7% 1.06 1.0% 94% False False 34,359
20 104.65 99.14 5.51 5.3% 0.96 0.9% 95% False False 26,583
40 104.65 95.59 9.06 8.7% 0.96 0.9% 97% False False 20,892
60 104.65 94.61 10.04 9.6% 0.94 0.9% 97% False False 16,749
80 104.65 93.72 10.93 10.5% 0.93 0.9% 97% False False 14,187
100 104.65 90.54 14.11 13.5% 0.88 0.8% 98% False False 12,112
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.19
2.618 107.44
1.618 106.37
1.000 105.71
0.618 105.30
HIGH 104.64
0.618 104.23
0.500 104.11
0.382 103.98
LOW 103.57
0.618 102.91
1.000 102.50
1.618 101.84
2.618 100.77
4.250 99.02
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 104.27 104.25
PP 104.19 104.15
S1 104.11 104.05

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

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