NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 103.00 103.09 0.09 0.1% 99.08
High 103.21 103.70 0.49 0.5% 103.59
Low 102.64 102.61 -0.03 0.0% 99.08
Close 102.82 103.37 0.55 0.5% 102.60
Range 0.57 1.09 0.52 91.2% 4.51
ATR 0.93 0.95 0.01 1.2% 0.00
Volume 23,095 30,132 7,037 30.5% 120,453
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.50 106.02 103.97
R3 105.41 104.93 103.67
R2 104.32 104.32 103.57
R1 103.84 103.84 103.47 104.08
PP 103.23 103.23 103.23 103.35
S1 102.75 102.75 103.27 102.99
S2 102.14 102.14 103.17
S3 101.05 101.66 103.07
S4 99.96 100.57 102.77
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 115.29 113.45 105.08
R3 110.78 108.94 103.84
R2 106.27 106.27 103.43
R1 104.43 104.43 103.01 105.35
PP 101.76 101.76 101.76 102.22
S1 99.92 99.92 102.19 100.84
S2 97.25 97.25 101.77
S3 92.74 95.41 101.36
S4 88.23 90.90 100.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.70 102.28 1.42 1.4% 0.91 0.9% 77% True False 27,829
10 103.70 98.82 4.88 4.7% 1.01 1.0% 93% True False 23,343
20 103.70 98.25 5.45 5.3% 0.91 0.9% 94% True False 16,787
40 103.70 94.76 8.94 8.6% 0.87 0.8% 96% True False 12,740
60 103.70 93.88 9.82 9.5% 0.84 0.8% 97% True False 10,423
80 103.70 93.00 10.70 10.4% 0.79 0.8% 97% True False 9,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.21
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.33
2.618 106.55
1.618 105.46
1.000 104.79
0.618 104.37
HIGH 103.70
0.618 103.28
0.500 103.16
0.382 103.03
LOW 102.61
0.618 101.94
1.000 101.52
1.618 100.85
2.618 99.76
4.250 97.98
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 103.30 103.26
PP 103.23 103.15
S1 103.16 103.05

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

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