NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 101.73 101.94 0.21 0.2% 98.19
High 102.37 102.24 -0.13 -0.1% 102.48
Low 101.24 101.65 0.41 0.4% 98.15
Close 101.74 101.82 0.08 0.1% 101.44
Range 1.13 0.59 -0.54 -47.8% 4.33
ATR 1.01 0.98 -0.03 -2.9% 0.00
Volume 61,194 59,184 -2,010 -3.3% 320,877
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.67 103.34 102.14
R3 103.08 102.75 101.98
R2 102.49 102.49 101.93
R1 102.16 102.16 101.87 102.03
PP 101.90 101.90 101.90 101.84
S1 101.57 101.57 101.77 101.44
S2 101.31 101.31 101.71
S3 100.72 100.98 101.66
S4 100.13 100.39 101.50
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 99.68 2.80 2.7% 1.15 1.1% 76% False False 68,611
10 102.48 97.38 5.10 5.0% 1.02 1.0% 87% False False 61,261
20 102.48 97.38 5.10 5.0% 0.95 0.9% 87% False False 50,624
40 102.48 93.98 8.50 8.3% 0.95 0.9% 92% False False 45,656
60 102.48 93.05 9.43 9.3% 0.97 1.0% 93% False False 42,748
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.75
2.618 103.78
1.618 103.19
1.000 102.83
0.618 102.60
HIGH 102.24
0.618 102.01
0.500 101.95
0.382 101.88
LOW 101.65
0.618 101.29
1.000 101.06
1.618 100.70
2.618 100.11
4.250 99.14
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 101.95 101.82
PP 101.90 101.81
S1 101.86 101.81

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

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