NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 99.08 100.67 1.59 1.6% 99.63
High 100.52 100.91 0.39 0.4% 99.86
Low 99.08 100.02 0.94 0.9% 98.25
Close 100.48 100.40 -0.08 -0.1% 99.11
Range 1.44 0.89 -0.55 -38.2% 1.61
ATR 0.90 0.90 0.00 -0.1% 0.00
Volume 17,265 23,860 6,595 38.2% 50,952
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.11 102.65 100.89
R3 102.22 101.76 100.64
R2 101.33 101.33 100.56
R1 100.87 100.87 100.48 100.66
PP 100.44 100.44 100.44 100.34
S1 99.98 99.98 100.32 99.77
S2 99.55 99.55 100.24
S3 98.66 99.09 100.16
S4 97.77 98.20 99.91
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
5 100.91 98.25 2.66 2.6% 0.98 1.0% 81% True False 14,794
10 100.91 98.25 2.66 2.6% 0.93 0.9% 81% True False 11,785
20 100.91 96.20 4.71 4.7% 0.85 0.8% 89% True False 11,360
40 100.91 94.76 6.15 6.1% 0.83 0.8% 92% True False 9,315
60 100.91 93.00 7.91 7.9% 0.80 0.8% 94% True False 7,939
80 100.91 93.00 7.91 7.9% 0.75 0.8% 94% True False 7,180
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 True
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.69
2.618 103.24
1.618 102.35
1.000 101.80
0.618 101.46
HIGH 100.91
0.618 100.57
0.500 100.47
0.382 100.36
LOW 100.02
0.618 99.47
1.000 99.13
1.618 98.58
2.618 97.69
4.250 96.24
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 100.47 100.22
PP 100.44 100.04
S1 100.42 99.87

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

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