NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 100.68 99.64 -1.04 -1.0% 100.86
High 100.76 99.89 -0.87 -0.9% 101.33
Low 99.68 99.49 -0.19 -0.2% 100.27
Close 100.10 99.81 -0.29 -0.3% 100.84
Range 1.08 0.40 -0.68 -63.0% 1.06
ATR 0.72 0.71 -0.01 -1.1% 0.00
Volume 3,102 3,594 492 15.9% 14,185
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 100.93 100.77 100.03
R3 100.53 100.37 99.92
R2 100.13 100.13 99.88
R1 99.97 99.97 99.85 100.05
PP 99.73 99.73 99.73 99.77
S1 99.57 99.57 99.77 99.65
S2 99.33 99.33 99.74
S3 98.93 99.17 99.70
S4 98.53 98.77 99.59
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 103.99 103.48 101.42
R3 102.93 102.42 101.13
R2 101.87 101.87 101.03
R1 101.36 101.36 100.94 101.09
PP 100.81 100.81 100.81 100.68
S1 100.30 100.30 100.74 100.03
S2 99.75 99.75 100.65
S3 98.69 99.24 100.55
S4 97.63 98.18 100.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.11 99.49 1.62 1.6% 0.72 0.7% 20% False True 3,427
10 101.33 99.49 1.84 1.8% 0.66 0.7% 17% False True 3,185
20 101.33 96.21 5.12 5.1% 0.69 0.7% 70% False False 3,326
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.07
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 101.59
2.618 100.94
1.618 100.54
1.000 100.29
0.618 100.14
HIGH 99.89
0.618 99.74
0.500 99.69
0.382 99.64
LOW 99.49
0.618 99.24
1.000 99.09
1.618 98.84
2.618 98.44
4.250 97.79
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 99.77 100.30
PP 99.73 100.14
S1 99.69 99.97

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

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