NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 102.61 103.00 0.39 0.4% 101.50
High 103.66 103.07 -0.59 -0.6% 102.88
Low 102.15 101.65 -0.50 -0.5% 101.24
Close 102.90 102.40 -0.50 -0.5% 102.86
Range 1.51 1.42 -0.09 -6.0% 1.64
ATR 1.04 1.07 0.03 2.6% 0.00
Volume 41,655 80,160 38,505 92.4% 357,702
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.63 105.94 103.18
R3 105.21 104.52 102.79
R2 103.79 103.79 102.66
R1 103.10 103.10 102.53 102.74
PP 102.37 102.37 102.37 102.19
S1 101.68 101.68 102.27 101.32
S2 100.95 100.95 102.14
S3 99.53 100.26 102.01
S4 98.11 98.84 101.62
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 107.25 106.69 103.76
R3 105.61 105.05 103.31
R2 103.97 103.97 103.16
R1 103.41 103.41 103.01 103.69
PP 102.33 102.33 102.33 102.47
S1 101.77 101.77 102.71 102.05
S2 100.69 100.69 102.56
S3 99.05 100.13 102.41
S4 97.41 98.49 101.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.66 101.58 2.08 2.0% 1.24 1.2% 39% False False 59,089
10 103.66 101.08 2.58 2.5% 1.09 1.1% 51% False False 67,133
20 103.66 97.38 6.28 6.1% 1.05 1.0% 80% False False 56,225
40 103.66 93.98 9.68 9.5% 0.98 1.0% 87% False False 48,454
60 103.66 93.05 10.61 10.4% 0.98 1.0% 88% False False 46,154
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.11
2.618 106.79
1.618 105.37
1.000 104.49
0.618 103.95
HIGH 103.07
0.618 102.53
0.500 102.36
0.382 102.19
LOW 101.65
0.618 100.77
1.000 100.23
1.618 99.35
2.618 97.93
4.250 95.62
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 102.39 102.62
PP 102.37 102.55
S1 102.36 102.47

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

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