NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 103.26 104.00 0.74 0.7% 103.11
High 103.87 104.16 0.29 0.3% 103.87
Low 103.16 103.12 -0.04 0.0% 102.39
Close 103.85 103.37 -0.48 -0.5% 103.85
Range 0.71 1.04 0.33 46.5% 1.48
ATR 0.93 0.94 0.01 0.9% 0.00
Volume 26,330 20,751 -5,579 -21.2% 128,588
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.67 106.06 103.94
R3 105.63 105.02 103.66
R2 104.59 104.59 103.56
R1 103.98 103.98 103.47 103.77
PP 103.55 103.55 103.55 103.44
S1 102.94 102.94 103.27 102.73
S2 102.51 102.51 103.18
S3 101.47 101.90 103.08
S4 100.43 100.86 102.80
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 107.81 107.31 104.66
R3 106.33 105.83 104.26
R2 104.85 104.85 104.12
R1 104.35 104.35 103.99 104.60
PP 103.37 103.37 103.37 103.50
S1 102.87 102.87 103.71 103.12
S2 101.89 101.89 103.58
S3 100.41 101.39 103.44
S4 98.93 99.91 103.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.16 102.39 1.77 1.7% 0.89 0.9% 55% True False 24,397
10 104.16 100.02 4.14 4.0% 0.98 0.9% 81% True False 25,252
20 104.16 98.25 5.91 5.7% 0.95 0.9% 87% True False 17,707
40 104.16 94.76 9.40 9.1% 0.88 0.9% 92% True False 13,430
60 104.16 93.88 10.28 9.9% 0.85 0.8% 92% True False 11,098
80 104.16 93.00 11.16 10.8% 0.80 0.8% 93% True False 9,558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.58
2.618 106.88
1.618 105.84
1.000 105.20
0.618 104.80
HIGH 104.16
0.618 103.76
0.500 103.64
0.382 103.52
LOW 103.12
0.618 102.48
1.000 102.08
1.618 101.44
2.618 100.40
4.250 98.70
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 103.64 103.39
PP 103.55 103.38
S1 103.46 103.38

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

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