NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 25-Jun-2014
Day Change Summary
Previous Current
24-Jun-2014 25-Jun-2014 Change Change % Previous Week
Open 100.76 102.13 1.37 1.4% 100.70
High 101.86 102.53 0.67 0.7% 101.88
Low 100.76 101.33 0.57 0.6% 100.22
Close 101.65 102.04 0.39 0.4% 101.88
Range 1.10 1.20 0.10 9.1% 1.66
ATR 0.83 0.85 0.03 3.2% 0.00
Volume 5,090 9,330 4,240 83.3% 41,444
Daily Pivots for day following 25-Jun-2014
Classic Woodie Camarilla DeMark
R4 105.57 105.00 102.70
R3 104.37 103.80 102.37
R2 103.17 103.17 102.26
R1 102.60 102.60 102.15 102.29
PP 101.97 101.97 101.97 101.81
S1 101.40 101.40 101.93 101.09
S2 100.77 100.77 101.82
S3 99.57 100.20 101.71
S4 98.37 99.00 101.38
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.31 105.75 102.79
R3 104.65 104.09 102.34
R2 102.99 102.99 102.18
R1 102.43 102.43 102.03 102.71
PP 101.33 101.33 101.33 101.47
S1 100.77 100.77 101.73 101.05
S2 99.67 99.67 101.58
S3 98.01 99.11 101.42
S4 96.35 97.45 100.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.53 100.76 1.77 1.7% 0.91 0.9% 72% True False 6,924
10 102.53 98.95 3.58 3.5% 0.93 0.9% 86% True False 7,871
20 102.53 96.55 5.98 5.9% 0.83 0.8% 92% True False 7,988
40 102.53 93.32 9.21 9.0% 0.73 0.7% 95% True False 5,966
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 107.63
2.618 105.67
1.618 104.47
1.000 103.73
0.618 103.27
HIGH 102.53
0.618 102.07
0.500 101.93
0.382 101.79
LOW 101.33
0.618 100.59
1.000 100.13
1.618 99.39
2.618 98.19
4.250 96.23
Fisher Pivots for day following 25-Jun-2014
Pivot 1 day 3 day
R1 102.00 101.91
PP 101.97 101.78
S1 101.93 101.65

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

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