NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 102.20 102.12 -0.08 -0.1% 103.50
High 102.71 102.34 -0.37 -0.4% 103.66
Low 101.62 101.07 -0.55 -0.5% 101.58
Close 102.25 101.54 -0.71 -0.7% 102.44
Range 1.09 1.27 0.18 16.5% 2.08
ATR 1.03 1.05 0.02 1.7% 0.00
Volume 53,591 55,407 1,816 3.4% 257,821
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 105.46 104.77 102.24
R3 104.19 103.50 101.89
R2 102.92 102.92 101.77
R1 102.23 102.23 101.66 101.94
PP 101.65 101.65 101.65 101.51
S1 100.96 100.96 101.42 100.67
S2 100.38 100.38 101.31
S3 99.11 99.69 101.19
S4 97.84 98.42 100.84
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
5 103.07 101.07 2.00 2.0% 1.06 1.0% 24% False True 53,524
10 103.66 101.07 2.59 2.6% 1.11 1.1% 18% False True 56,182
20 103.66 97.38 6.28 6.2% 1.07 1.1% 66% False False 58,722
40 103.66 94.31 9.35 9.2% 0.98 1.0% 77% False False 49,327
60 103.66 93.98 9.68 9.5% 0.98 1.0% 78% False False 46,902
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.74
2.618 105.66
1.618 104.39
1.000 103.61
0.618 103.12
HIGH 102.34
0.618 101.85
0.500 101.71
0.382 101.56
LOW 101.07
0.618 100.29
1.000 99.80
1.618 99.02
2.618 97.75
4.250 95.67
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 101.71 101.89
PP 101.65 101.77
S1 101.60 101.66

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

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