NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 104.93 103.94 -0.99 -0.9% 105.20
High 104.93 104.50 -0.43 -0.4% 105.55
Low 103.39 103.79 0.40 0.4% 103.39
Close 104.17 104.14 -0.03 0.0% 104.14
Range 1.54 0.71 -0.83 -53.9% 2.16
ATR 1.12 1.09 -0.03 -2.6% 0.00
Volume 48,064 29,484 -18,580 -38.7% 171,011
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.27 105.92 104.53
R3 105.56 105.21 104.34
R2 104.85 104.85 104.27
R1 104.50 104.50 104.21 104.68
PP 104.14 104.14 104.14 104.23
S1 103.79 103.79 104.07 103.97
S2 103.43 103.43 104.01
S3 102.72 103.08 103.94
S4 102.01 102.37 103.75
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 110.84 109.65 105.33
R3 108.68 107.49 104.73
R2 106.52 106.52 104.54
R1 105.33 105.33 104.34 104.85
PP 104.36 104.36 104.36 104.12
S1 103.17 103.17 103.94 102.69
S2 102.20 102.20 103.74
S3 100.04 101.01 103.55
S4 97.88 98.85 102.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.55 103.39 2.16 2.1% 1.30 1.3% 35% False False 34,202
10 105.55 103.39 2.16 2.1% 1.10 1.1% 35% False False 36,500
20 105.55 99.14 6.41 6.2% 1.08 1.0% 78% False False 31,903
40 105.55 95.59 9.96 9.6% 0.98 0.9% 86% False False 24,275
60 105.55 94.94 10.61 10.2% 0.97 0.9% 87% False False 19,616
80 105.55 93.72 11.83 11.4% 0.95 0.9% 88% False False 16,438
100 105.55 91.38 14.17 13.6% 0.92 0.9% 90% False False 14,097
120 105.55 88.69 16.86 16.2% 0.87 0.8% 92% False False 12,216
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 0.31
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 107.52
2.618 106.36
1.618 105.65
1.000 105.21
0.618 104.94
HIGH 104.50
0.618 104.23
0.500 104.15
0.382 104.06
LOW 103.79
0.618 103.35
1.000 103.08
1.618 102.64
2.618 101.93
4.250 100.77
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 104.15 104.46
PP 104.14 104.35
S1 104.14 104.25

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

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