NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 96.24 96.75 0.51 0.5% 96.88
High 96.59 96.99 0.40 0.4% 97.18
Low 96.12 96.24 0.12 0.1% 96.03
Close 96.50 96.38 -0.12 -0.1% 96.23
Range 0.47 0.75 0.28 59.6% 1.15
ATR 0.57 0.58 0.01 2.3% 0.00
Volume 1,030 1,664 634 61.6% 6,072
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 98.79 98.33 96.79
R3 98.04 97.58 96.59
R2 97.29 97.29 96.52
R1 96.83 96.83 96.45 96.69
PP 96.54 96.54 96.54 96.46
S1 96.08 96.08 96.31 95.94
S2 95.79 95.79 96.24
S3 95.04 95.33 96.17
S4 94.29 94.58 95.97
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 99.93 99.23 96.86
R3 98.78 98.08 96.55
R2 97.63 97.63 96.44
R1 96.93 96.93 96.34 96.71
PP 96.48 96.48 96.48 96.37
S1 95.78 95.78 96.12 95.56
S2 95.33 95.33 96.02
S3 94.18 94.63 95.91
S4 93.03 93.48 95.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.99 96.03 0.96 1.0% 0.46 0.5% 36% True False 1,299
10 97.28 96.03 1.25 1.3% 0.52 0.5% 28% False False 1,512
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.18
2.618 98.95
1.618 98.20
1.000 97.74
0.618 97.45
HIGH 96.99
0.618 96.70
0.500 96.62
0.382 96.53
LOW 96.24
0.618 95.78
1.000 95.49
1.618 95.03
2.618 94.28
4.250 93.05
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 96.62 96.56
PP 96.54 96.50
S1 96.46 96.44

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

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