NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 98.36 97.86 -0.50 -0.5% 98.99
High 98.97 98.31 -0.66 -0.7% 99.31
Low 97.90 97.38 -0.52 -0.5% 97.67
Close 98.15 98.21 0.06 0.1% 98.05
Range 1.07 0.93 -0.14 -13.1% 1.64
ATR 0.93 0.93 0.00 0.0% 0.00
Volume 37,700 51,661 13,961 37.0% 144,076
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 100.76 100.41 98.72
R3 99.83 99.48 98.47
R2 98.90 98.90 98.38
R1 98.55 98.55 98.30 98.73
PP 97.97 97.97 97.97 98.05
S1 97.62 97.62 98.12 97.80
S2 97.04 97.04 98.04
S3 96.11 96.69 97.95
S4 95.18 95.76 97.70
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 98.97 97.38 1.59 1.6% 0.89 0.9% 52% False True 37,838
10 99.31 97.38 1.93 2.0% 0.84 0.9% 43% False True 40,307
20 99.31 94.56 4.75 4.8% 0.88 0.9% 77% False False 40,573
40 99.31 93.98 5.33 5.4% 0.92 0.9% 79% False False 41,332
60 99.31 92.25 7.06 7.2% 0.97 1.0% 84% False False 38,926
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 True
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.26
2.618 100.74
1.618 99.81
1.000 99.24
0.618 98.88
HIGH 98.31
0.618 97.95
0.500 97.85
0.382 97.74
LOW 97.38
0.618 96.81
1.000 96.45
1.618 95.88
2.618 94.95
4.250 93.43
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 98.09 98.20
PP 97.97 98.19
S1 97.85 98.18

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

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