NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 102.26 102.37 0.11 0.1% 103.50
High 102.72 102.43 -0.29 -0.3% 103.66
Low 102.05 101.57 -0.48 -0.5% 101.58
Close 102.44 102.18 -0.26 -0.3% 102.44
Range 0.67 0.86 0.19 28.4% 2.08
ATR 1.04 1.03 -0.01 -1.2% 0.00
Volume 46,339 32,124 -14,215 -30.7% 257,821
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 104.64 104.27 102.65
R3 103.78 103.41 102.42
R2 102.92 102.92 102.34
R1 102.55 102.55 102.26 102.31
PP 102.06 102.06 102.06 101.94
S1 101.69 101.69 102.10 101.45
S2 101.20 101.20 102.02
S3 100.34 100.83 101.94
S4 99.48 99.97 101.71
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
5 103.66 101.57 2.09 2.0% 1.13 1.1% 29% False True 47,618
10 103.66 101.24 2.42 2.4% 1.05 1.0% 39% False False 57,320
20 103.66 97.38 6.28 6.1% 1.03 1.0% 76% False False 56,791
40 103.66 93.98 9.68 9.5% 0.97 1.0% 85% False False 48,148
60 103.66 93.98 9.68 9.5% 0.97 1.0% 85% False False 46,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.09
2.618 104.68
1.618 103.82
1.000 103.29
0.618 102.96
HIGH 102.43
0.618 102.10
0.500 102.00
0.382 101.90
LOW 101.57
0.618 101.04
1.000 100.71
1.618 100.18
2.618 99.32
4.250 97.92
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 102.12 102.32
PP 102.06 102.27
S1 102.00 102.23

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

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