NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 01-Jul-2014
Day Change Summary
Previous Current
30-Jun-2014 01-Jul-2014 Change Change % Previous Week
Open 104.07 104.00 -0.07 -0.1% 105.20
High 104.14 104.46 0.32 0.3% 105.55
Low 103.22 103.21 -0.01 0.0% 103.39
Close 103.85 103.86 0.01 0.0% 104.14
Range 0.92 1.25 0.33 35.9% 2.16
ATR 1.08 1.09 0.01 1.1% 0.00
Volume 16,422 40,353 23,931 145.7% 171,011
Daily Pivots for day following 01-Jul-2014
Classic Woodie Camarilla DeMark
R4 107.59 106.98 104.55
R3 106.34 105.73 104.20
R2 105.09 105.09 104.09
R1 104.48 104.48 103.97 104.16
PP 103.84 103.84 103.84 103.69
S1 103.23 103.23 103.75 102.91
S2 102.59 102.59 103.63
S3 101.34 101.98 103.52
S4 100.09 100.73 103.17
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
5 105.52 103.21 2.31 2.2% 1.21 1.2% 28% False True 33,176
10 105.55 103.21 2.34 2.3% 1.14 1.1% 28% False True 34,802
20 105.55 99.14 6.41 6.2% 1.11 1.1% 74% False False 33,043
40 105.55 95.82 9.73 9.4% 0.99 1.0% 83% False False 25,006
60 105.55 95.59 9.96 9.6% 0.97 0.9% 83% False False 20,344
80 105.55 93.72 11.83 11.4% 0.96 0.9% 86% False False 16,920
100 105.55 93.16 12.39 11.9% 0.93 0.9% 86% False False 14,605
120 105.55 88.69 16.86 16.2% 0.88 0.8% 90% False False 12,648
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.77
2.618 107.73
1.618 106.48
1.000 105.71
0.618 105.23
HIGH 104.46
0.618 103.98
0.500 103.84
0.382 103.69
LOW 103.21
0.618 102.44
1.000 101.96
1.618 101.19
2.618 99.94
4.250 97.90
Fisher Pivots for day following 01-Jul-2014
Pivot 1 day 3 day
R1 103.85 103.86
PP 103.84 103.86
S1 103.84 103.86

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

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