NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 100.78 101.07 0.29 0.3% 97.28
High 101.19 101.67 0.48 0.5% 101.27
Low 100.70 100.92 0.22 0.2% 97.20
Close 100.86 101.47 0.61 0.6% 100.33
Range 0.49 0.75 0.26 53.1% 4.07
ATR 0.81 0.81 0.00 0.0% 0.00
Volume 8,204 8,009 -195 -2.4% 47,490
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.60 103.29 101.88
R3 102.85 102.54 101.68
R2 102.10 102.10 101.61
R1 101.79 101.79 101.54 101.95
PP 101.35 101.35 101.35 101.43
S1 101.04 101.04 101.40 101.20
S2 100.60 100.60 101.33
S3 99.85 100.29 101.26
S4 99.10 99.54 101.06
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
5 101.67 100.06 1.61 1.6% 0.78 0.8% 88% True False 9,402
10 101.67 97.04 4.63 4.6% 0.88 0.9% 96% True False 9,287
20 101.67 96.55 5.12 5.0% 0.74 0.7% 96% True False 7,453
40 101.67 93.32 8.35 8.2% 0.70 0.7% 98% True False 5,675
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.86
2.618 103.63
1.618 102.88
1.000 102.42
0.618 102.13
HIGH 101.67
0.618 101.38
0.500 101.30
0.382 101.21
LOW 100.92
0.618 100.46
1.000 100.17
1.618 99.71
2.618 98.96
4.250 97.73
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 101.41 101.30
PP 101.35 101.12
S1 101.30 100.95

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

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