NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 101.33 101.08 -0.25 -0.2% 99.58
High 101.33 101.17 -0.16 -0.2% 100.93
Low 100.51 100.32 -0.19 -0.2% 99.26
Close 101.18 100.77 -0.41 -0.4% 100.93
Range 0.82 0.85 0.03 3.7% 1.67
ATR 0.67 0.68 0.01 2.1% 0.00
Volume 2,844 4,561 1,717 60.4% 23,102
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.30 102.89 101.24
R3 102.45 102.04 101.00
R2 101.60 101.60 100.93
R1 101.19 101.19 100.85 100.97
PP 100.75 100.75 100.75 100.65
S1 100.34 100.34 100.69 100.12
S2 99.90 99.90 100.61
S3 99.05 99.49 100.54
S4 98.20 98.64 100.30
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 105.38 104.83 101.85
R3 103.71 103.16 101.39
R2 102.04 102.04 101.24
R1 101.49 101.49 101.08 101.77
PP 100.37 100.37 100.37 100.51
S1 99.82 99.82 100.78 100.10
S2 98.70 98.70 100.62
S3 97.03 98.15 100.47
S4 95.36 96.48 100.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.33 100.27 1.06 1.1% 0.60 0.6% 47% False False 2,943
10 101.33 99.06 2.27 2.3% 0.64 0.6% 75% False False 3,944
20 101.33 95.73 5.60 5.6% 0.63 0.6% 90% False False 2,824
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 0.07
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 104.78
2.618 103.40
1.618 102.55
1.000 102.02
0.618 101.70
HIGH 101.17
0.618 100.85
0.500 100.75
0.382 100.64
LOW 100.32
0.618 99.79
1.000 99.47
1.618 98.94
2.618 98.09
4.250 96.71
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 100.76 100.83
PP 100.75 100.81
S1 100.75 100.79

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

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