NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 99.81 101.62 1.81 1.8% 98.19
High 101.77 102.48 0.71 0.7% 102.48
Low 99.68 101.08 1.40 1.4% 98.15
Close 101.52 101.44 -0.08 -0.1% 101.44
Range 2.09 1.40 -0.69 -33.0% 4.33
ATR 1.00 1.03 0.03 2.9% 0.00
Volume 46,092 102,149 56,057 121.6% 320,877
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 105.87 105.05 102.21
R3 104.47 103.65 101.83
R2 103.07 103.07 101.70
R1 102.25 102.25 101.57 101.96
PP 101.67 101.67 101.67 101.52
S1 100.85 100.85 101.31 100.56
S2 100.27 100.27 101.18
S3 98.87 99.45 101.06
S4 97.47 98.05 100.67
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 113.68 111.89 103.82
R3 109.35 107.56 102.63
R2 105.02 105.02 102.23
R1 103.23 103.23 101.84 104.13
PP 100.69 100.69 100.69 101.14
S1 98.90 98.90 101.04 99.80
S2 96.36 96.36 100.65
S3 92.03 94.57 100.25
S4 87.70 90.24 99.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.48 98.15 4.33 4.3% 1.26 1.2% 76% True False 64,175
10 102.48 97.38 5.10 5.0% 1.06 1.0% 80% True False 51,629
20 102.48 96.62 5.86 5.8% 0.94 0.9% 82% True False 46,806
40 102.48 93.98 8.50 8.4% 0.97 1.0% 88% True False 43,714
60 102.48 92.30 10.18 10.0% 0.99 1.0% 90% True False 41,125
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 False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.43
2.618 106.15
1.618 104.75
1.000 103.88
0.618 103.35
HIGH 102.48
0.618 101.95
0.500 101.78
0.382 101.61
LOW 101.08
0.618 100.21
1.000 99.68
1.618 98.81
2.618 97.41
4.250 95.13
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 101.78 101.27
PP 101.67 101.10
S1 101.55 100.93

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

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