NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 97.28 98.47 1.19 1.2% 97.25
High 98.60 98.83 0.23 0.2% 97.99
Low 97.20 98.07 0.87 0.9% 96.55
Close 98.56 98.46 -0.10 -0.1% 97.32
Range 1.40 0.76 -0.64 -45.7% 1.44
ATR 0.76 0.76 0.00 0.0% 0.00
Volume 9,991 12,233 2,242 22.4% 45,198
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 100.73 100.36 98.88
R3 99.97 99.60 98.67
R2 99.21 99.21 98.60
R1 98.84 98.84 98.53 98.65
PP 98.45 98.45 98.45 98.36
S1 98.08 98.08 98.39 97.89
S2 97.69 97.69 98.32
S3 96.93 97.32 98.25
S4 96.17 96.56 98.04
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 101.61 100.90 98.11
R3 100.17 99.46 97.72
R2 98.73 98.73 97.58
R1 98.02 98.02 97.45 98.38
PP 97.29 97.29 97.29 97.46
S1 96.58 96.58 97.19 96.94
S2 95.85 95.85 97.06
S3 94.41 95.14 96.92
S4 92.97 93.70 96.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.83 96.55 2.28 2.3% 0.93 0.9% 84% True False 11,967
10 98.83 96.55 2.28 2.3% 0.76 0.8% 84% True False 7,502
20 98.83 94.51 4.32 4.4% 0.64 0.7% 91% True False 5,857
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.06
2.618 100.82
1.618 100.06
1.000 99.59
0.618 99.30
HIGH 98.83
0.618 98.54
0.500 98.45
0.382 98.36
LOW 98.07
0.618 97.60
1.000 97.31
1.618 96.84
2.618 96.08
4.250 94.84
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 98.46 98.29
PP 98.45 98.11
S1 98.45 97.94

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

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