NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 18-Jun-2014
Day Change Summary
Previous Current
17-Jun-2014 18-Jun-2014 Change Change % Previous Week
Open 100.45 100.78 0.33 0.3% 97.28
High 101.26 101.19 -0.07 -0.1% 101.27
Low 100.22 100.70 0.48 0.5% 97.20
Close 100.71 100.86 0.15 0.1% 100.33
Range 1.04 0.49 -0.55 -52.9% 4.07
ATR 0.83 0.81 -0.02 -2.9% 0.00
Volume 8,987 8,204 -783 -8.7% 47,490
Daily Pivots for day following 18-Jun-2014
Classic Woodie Camarilla DeMark
R4 102.39 102.11 101.13
R3 101.90 101.62 100.99
R2 101.41 101.41 100.95
R1 101.13 101.13 100.90 101.27
PP 100.92 100.92 100.92 100.99
S1 100.64 100.64 100.82 100.78
S2 100.43 100.43 100.77
S3 99.94 100.15 100.73
S4 99.45 99.66 100.59
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 111.81 110.14 102.57
R3 107.74 106.07 101.45
R2 103.67 103.67 101.08
R1 102.00 102.00 100.70 102.84
PP 99.60 99.60 99.60 100.02
S1 97.93 97.93 99.96 98.77
S2 95.53 95.53 99.58
S3 91.46 93.86 99.21
S4 87.39 89.79 98.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.27 98.95 2.32 2.3% 0.95 0.9% 82% False False 8,818
10 101.27 96.55 4.72 4.7% 0.90 0.9% 91% False False 10,203
20 101.27 96.55 4.72 4.7% 0.76 0.8% 91% False False 7,250
40 101.27 93.32 7.95 7.9% 0.70 0.7% 95% False False 5,551
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 103.27
2.618 102.47
1.618 101.98
1.000 101.68
0.618 101.49
HIGH 101.19
0.618 101.00
0.500 100.95
0.382 100.89
LOW 100.70
0.618 100.40
1.000 100.21
1.618 99.91
2.618 99.42
4.250 98.62
Fisher Pivots for day following 18-Jun-2014
Pivot 1 day 3 day
R1 100.95 100.82
PP 100.92 100.78
S1 100.89 100.74

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

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