NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 102.05 101.54 -0.51 -0.5% 102.00
High 102.15 101.88 -0.27 -0.3% 102.53
Low 100.90 101.29 0.39 0.4% 100.76
Close 101.58 101.64 0.06 0.1% 101.64
Range 1.25 0.59 -0.66 -52.8% 1.77
ATR 0.88 0.86 -0.02 -2.4% 0.00
Volume 14,125 7,975 -6,150 -43.5% 43,264
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.37 103.10 101.96
R3 102.78 102.51 101.80
R2 102.19 102.19 101.75
R1 101.92 101.92 101.69 102.06
PP 101.60 101.60 101.60 101.67
S1 101.33 101.33 101.59 101.47
S2 101.01 101.01 101.53
S3 100.42 100.74 101.48
S4 99.83 100.15 101.32
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 106.95 106.07 102.61
R3 105.18 104.30 102.13
R2 103.41 103.41 101.96
R1 102.53 102.53 101.80 102.09
PP 101.64 101.64 101.64 101.42
S1 100.76 100.76 101.48 100.32
S2 99.87 99.87 101.32
S3 98.10 98.99 101.15
S4 96.33 97.22 100.67
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% 1.04 1.0% 50% False False 8,652
10 102.53 100.22 2.31 2.3% 0.84 0.8% 61% False False 8,470
20 102.53 96.55 5.98 5.9% 0.86 0.8% 85% False False 8,869
40 102.53 93.41 9.12 9.0% 0.73 0.7% 90% False False 6,314
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 104.39
2.618 103.42
1.618 102.83
1.000 102.47
0.618 102.24
HIGH 101.88
0.618 101.65
0.500 101.59
0.382 101.52
LOW 101.29
0.618 100.93
1.000 100.70
1.618 100.34
2.618 99.75
4.250 98.78
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 101.62 101.72
PP 101.60 101.69
S1 101.59 101.67

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

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