NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 98.52 98.07 -0.45 -0.5% 98.99
High 98.56 98.67 0.11 0.1% 99.31
Low 97.67 97.67 0.00 0.0% 97.67
Close 98.05 98.00 -0.05 -0.1% 98.05
Range 0.89 1.00 0.11 12.4% 1.64
ATR 0.94 0.95 0.00 0.4% 0.00
Volume 39,033 28,118 -10,915 -28.0% 144,076
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 101.11 100.56 98.55
R3 100.11 99.56 98.28
R2 99.11 99.11 98.18
R1 98.56 98.56 98.09 98.34
PP 98.11 98.11 98.11 98.00
S1 97.56 97.56 97.91 97.34
S2 97.11 97.11 97.82
S3 96.11 96.56 97.73
S4 95.11 95.56 97.45
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 103.26 102.30 98.95
R3 101.62 100.66 98.50
R2 99.98 99.98 98.35
R1 99.02 99.02 98.20 98.68
PP 98.34 98.34 98.34 98.18
S1 97.38 97.38 97.90 97.04
S2 96.70 96.70 97.75
S3 95.06 95.74 97.60
S4 93.42 94.10 97.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.31 97.67 1.64 1.7% 0.94 1.0% 20% False True 34,438
10 99.31 96.98 2.33 2.4% 0.87 0.9% 44% False False 39,922
20 99.31 93.98 5.33 5.4% 0.91 0.9% 75% False False 39,504
40 99.31 93.98 5.33 5.4% 0.94 1.0% 75% False False 40,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.92
2.618 101.29
1.618 100.29
1.000 99.67
0.618 99.29
HIGH 98.67
0.618 98.29
0.500 98.17
0.382 98.05
LOW 97.67
0.618 97.05
1.000 96.67
1.618 96.05
2.618 95.05
4.250 93.42
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 98.17 98.29
PP 98.11 98.19
S1 98.06 98.10

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

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