NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 99.25 98.70 -0.55 -0.6% 99.87
High 99.86 99.16 -0.70 -0.7% 100.32
Low 98.88 98.25 -0.63 -0.6% 98.65
Close 99.05 99.07 0.02 0.0% 99.00
Range 0.98 0.91 -0.07 -7.1% 1.67
ATR 0.88 0.88 0.00 0.3% 0.00
Volume 9,771 12,355 2,584 26.4% 33,404
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 101.56 101.22 99.57
R3 100.65 100.31 99.32
R2 99.74 99.74 99.24
R1 99.40 99.40 99.15 99.57
PP 98.83 98.83 98.83 98.91
S1 98.49 98.49 98.99 98.66
S2 97.92 97.92 98.90
S3 97.01 97.58 98.82
S4 96.10 96.67 98.57
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 104.33 103.34 99.92
R3 102.66 101.67 99.46
R2 100.99 100.99 99.31
R1 100.00 100.00 99.15 99.66
PP 99.32 99.32 99.32 99.16
S1 98.33 98.33 98.85 97.99
S2 97.65 97.65 98.69
S3 95.98 96.66 98.54
S4 94.31 94.99 98.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.86 98.25 1.61 1.6% 0.86 0.9% 51% False True 9,755
10 100.32 98.25 2.07 2.1% 0.80 0.8% 40% False True 10,232
20 100.32 95.51 4.81 4.9% 0.82 0.8% 74% False False 10,167
40 100.32 94.76 5.56 5.6% 0.80 0.8% 78% False False 8,606
60 100.32 93.00 7.32 7.4% 0.77 0.8% 83% False False 7,331
80 100.32 93.00 7.32 7.4% 0.73 0.7% 83% False False 6,617
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.03
2.618 101.54
1.618 100.63
1.000 100.07
0.618 99.72
HIGH 99.16
0.618 98.81
0.500 98.71
0.382 98.60
LOW 98.25
0.618 97.69
1.000 97.34
1.618 96.78
2.618 95.87
4.250 94.38
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 98.95 99.07
PP 98.83 99.06
S1 98.71 99.06

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

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