NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 103.94 104.07 0.13 0.1% 105.20
High 104.50 104.14 -0.36 -0.3% 105.55
Low 103.79 103.22 -0.57 -0.5% 103.39
Close 104.14 103.85 -0.29 -0.3% 104.14
Range 0.71 0.92 0.21 29.6% 2.16
ATR 1.09 1.08 -0.01 -1.1% 0.00
Volume 29,484 16,422 -13,062 -44.3% 171,011
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.50 106.09 104.36
R3 105.58 105.17 104.10
R2 104.66 104.66 104.02
R1 104.25 104.25 103.93 104.00
PP 103.74 103.74 103.74 103.61
S1 103.33 103.33 103.77 103.08
S2 102.82 102.82 103.68
S3 101.90 102.41 103.60
S4 100.98 101.49 103.34
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
5 105.52 103.22 2.30 2.2% 1.20 1.2% 27% False True 30,214
10 105.55 103.22 2.33 2.2% 1.13 1.1% 27% False True 34,144
20 105.55 99.14 6.41 6.2% 1.08 1.0% 73% False False 31,875
40 105.55 95.59 9.96 9.6% 0.99 1.0% 83% False False 24,272
60 105.55 95.59 9.96 9.6% 0.96 0.9% 83% False False 19,766
80 105.55 93.72 11.83 11.4% 0.95 0.9% 86% False False 16,522
100 105.55 92.47 13.08 12.6% 0.92 0.9% 87% False False 14,237
120 105.55 88.69 16.86 16.2% 0.87 0.8% 90% False False 12,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.05
2.618 106.55
1.618 105.63
1.000 105.06
0.618 104.71
HIGH 104.14
0.618 103.79
0.500 103.68
0.382 103.57
LOW 103.22
0.618 102.65
1.000 102.30
1.618 101.73
2.618 100.81
4.250 99.31
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 103.79 104.08
PP 103.74 104.00
S1 103.68 103.93

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

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