NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 98.70 99.03 0.33 0.3% 99.63
High 99.16 99.48 0.32 0.3% 99.86
Low 98.25 98.82 0.57 0.6% 98.25
Close 99.07 99.11 0.04 0.0% 99.11
Range 0.91 0.66 -0.25 -27.5% 1.61
ATR 0.88 0.86 -0.02 -1.8% 0.00
Volume 12,355 10,719 -1,636 -13.2% 50,952
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 101.12 100.77 99.47
R3 100.46 100.11 99.29
R2 99.80 99.80 99.23
R1 99.45 99.45 99.17 99.63
PP 99.14 99.14 99.14 99.22
S1 98.79 98.79 99.05 98.97
S2 98.48 98.48 98.99
S3 97.82 98.13 98.93
S4 97.16 97.47 98.75
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.90 103.12 100.00
R3 102.29 101.51 99.55
R2 100.68 100.68 99.41
R1 99.90 99.90 99.26 99.49
PP 99.07 99.07 99.07 98.87
S1 98.29 98.29 98.96 97.88
S2 97.46 97.46 98.81
S3 95.85 96.68 98.67
S4 94.24 95.07 98.22
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% 0.82 0.8% 53% False False 10,190
10 100.32 98.25 2.07 2.1% 0.84 0.8% 42% False False 9,494
20 100.32 95.56 4.76 4.8% 0.81 0.8% 75% False False 10,182
40 100.32 94.76 5.56 5.6% 0.80 0.8% 78% False False 8,640
60 100.32 93.00 7.32 7.4% 0.77 0.8% 83% False False 7,441
80 100.32 93.00 7.32 7.4% 0.74 0.7% 83% False False 6,725
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 False
Bull Hook False
Stretch 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.29
2.618 101.21
1.618 100.55
1.000 100.14
0.618 99.89
HIGH 99.48
0.618 99.23
0.500 99.15
0.382 99.07
LOW 98.82
0.618 98.41
1.000 98.16
1.618 97.75
2.618 97.09
4.250 96.02
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 99.15 99.09
PP 99.14 99.07
S1 99.12 99.06

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

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