NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 101.54 101.20 -0.34 -0.3% 102.00
High 101.88 101.60 -0.28 -0.3% 102.53
Low 101.29 100.87 -0.42 -0.4% 100.76
Close 101.64 101.40 -0.24 -0.2% 101.64
Range 0.59 0.73 0.14 23.7% 1.77
ATR 0.86 0.85 -0.01 -0.7% 0.00
Volume 7,975 5,815 -2,160 -27.1% 43,264
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.48 103.17 101.80
R3 102.75 102.44 101.60
R2 102.02 102.02 101.53
R1 101.71 101.71 101.47 101.87
PP 101.29 101.29 101.29 101.37
S1 100.98 100.98 101.33 101.14
S2 100.56 100.56 101.27
S3 99.83 100.25 101.20
S4 99.10 99.52 101.00
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% 0.97 1.0% 36% False False 8,467
10 102.53 100.22 2.31 2.3% 0.87 0.9% 51% False False 7,972
20 102.53 96.55 5.98 5.9% 0.88 0.9% 81% False False 9,021
40 102.53 93.41 9.12 9.0% 0.74 0.7% 88% False False 6,323
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.70
2.618 103.51
1.618 102.78
1.000 102.33
0.618 102.05
HIGH 101.60
0.618 101.32
0.500 101.24
0.382 101.15
LOW 100.87
0.618 100.42
1.000 100.14
1.618 99.69
2.618 98.96
4.250 97.77
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 101.35 101.51
PP 101.29 101.47
S1 101.24 101.44

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

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