NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 103.85 102.70 -1.15 -1.1% 105.20
High 104.02 102.86 -1.16 -1.1% 105.55
Low 102.68 102.37 -0.31 -0.3% 103.39
Close 103.09 102.74 -0.35 -0.3% 104.14
Range 1.34 0.49 -0.85 -63.4% 2.16
ATR 1.11 1.08 -0.03 -2.5% 0.00
Volume 39,111 48,511 9,400 24.0% 171,011
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 104.13 103.92 103.01
R3 103.64 103.43 102.87
R2 103.15 103.15 102.83
R1 102.94 102.94 102.78 103.05
PP 102.66 102.66 102.66 102.71
S1 102.45 102.45 102.70 102.56
S2 102.17 102.17 102.65
S3 101.68 101.96 102.61
S4 101.19 101.47 102.47
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
5 104.50 102.37 2.13 2.1% 0.94 0.9% 17% False True 34,776
10 105.55 102.37 3.18 3.1% 1.14 1.1% 12% False True 35,932
20 105.55 99.73 5.82 5.7% 1.10 1.1% 52% False False 35,146
40 105.55 96.36 9.19 8.9% 0.99 1.0% 69% False False 26,705
60 105.55 95.59 9.96 9.7% 0.96 0.9% 72% False False 21,480
80 105.55 93.72 11.83 11.5% 0.96 0.9% 76% False False 17,872
100 105.55 93.72 11.83 11.5% 0.93 0.9% 76% False False 15,419
120 105.55 88.69 16.86 16.4% 0.88 0.9% 83% False False 13,331
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 104.94
2.618 104.14
1.618 103.65
1.000 103.35
0.618 103.16
HIGH 102.86
0.618 102.67
0.500 102.62
0.382 102.56
LOW 102.37
0.618 102.07
1.000 101.88
1.618 101.58
2.618 101.09
4.250 100.29
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 102.70 103.42
PP 102.66 103.19
S1 102.62 102.97

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

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