NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 103.00 102.26 -0.74 -0.7% 103.50
High 103.07 102.72 -0.35 -0.3% 103.66
Low 101.65 102.05 0.40 0.4% 101.58
Close 102.40 102.44 0.04 0.0% 102.44
Range 1.42 0.67 -0.75 -52.8% 2.08
ATR 1.07 1.04 -0.03 -2.7% 0.00
Volume 80,160 46,339 -33,821 -42.2% 257,821
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 104.41 104.10 102.81
R3 103.74 103.43 102.62
R2 103.07 103.07 102.56
R1 102.76 102.76 102.50 102.92
PP 102.40 102.40 102.40 102.48
S1 102.09 102.09 102.38 102.25
S2 101.73 101.73 102.32
S3 101.06 101.42 102.26
S4 100.39 100.75 102.07
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 108.80 107.70 103.58
R3 106.72 105.62 103.01
R2 104.64 104.64 102.82
R1 103.54 103.54 102.63 103.05
PP 102.56 102.56 102.56 102.32
S1 101.46 101.46 102.25 100.97
S2 100.48 100.48 102.06
S3 98.40 99.38 101.87
S4 96.32 97.30 101.30
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% 1.23 1.2% 41% False False 51,564
10 103.66 101.24 2.42 2.4% 1.02 1.0% 50% False False 61,552
20 103.66 97.38 6.28 6.1% 1.04 1.0% 81% False False 56,590
40 103.66 93.98 9.68 9.4% 0.97 0.9% 87% False False 48,341
60 103.66 93.26 10.40 10.2% 0.98 1.0% 88% False False 46,311
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 105.57
2.618 104.47
1.618 103.80
1.000 103.39
0.618 103.13
HIGH 102.72
0.618 102.46
0.500 102.39
0.382 102.31
LOW 102.05
0.618 101.64
1.000 101.38
1.618 100.97
2.618 100.30
4.250 99.20
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 102.42 102.66
PP 102.40 102.58
S1 102.39 102.51

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

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