NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 02-Jun-2014

Day Change Summary
	Previous	Current
	30-May-2014	02-Jun-2014	Change	Change %	Previous Week
Open	98.52	98.07	-0.45	-0.5%	98.99
High	98.56	98.67	0.11	0.1%	99.31
Low	97.67	97.67	0.00	0.0%	97.67
Close	98.05	98.00	-0.05	-0.1%	98.05
Range	0.89	1.00	0.11	12.4%	1.64
ATR	0.94	0.95	0.00	0.4%	0.00
Volume	39,033	28,118	-10,915	-28.0%	144,076

Daily Pivots for day following 02-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.11	100.56	98.55
R3	100.11	99.56	98.28
R2	99.11	99.11	98.18
R1	98.56	98.56	98.09	98.34
PP	98.11	98.11	98.11	98.00
S1	97.56	97.56	97.91	97.34
S2	97.11	97.11	97.82
S3	96.11	96.56	97.73
S4	95.11	95.56	97.45

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.26	102.30	98.95
R3	101.62	100.66	98.50
R2	99.98	99.98	98.35
R1	99.02	99.02	98.20	98.68
PP	98.34	98.34	98.34	98.18
S1	97.38	97.38	97.90	97.04
S2	96.70	96.70	97.75
S3	95.06	95.74	97.60
S4	93.42	94.10	97.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.31	97.67	1.64	1.7%	0.94	1.0%	20%	False	True	34,438
10	99.31	96.98	2.33	2.4%	0.87	0.9%	44%	False	False	39,922
20	99.31	93.98	5.33	5.4%	0.91	0.9%	75%	False	False	39,504
40	99.31	93.98	5.33	5.4%	0.94	1.0%	75%	False	False	40,914

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	0.21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	102.92
2.618	101.29
1.618	100.29
1.000	99.67
0.618	99.29
HIGH	98.67
0.618	98.29
0.500	98.17
0.382	98.05
LOW	97.67
0.618	97.05
1.000	96.67
1.618	96.05
2.618	95.05
4.250	93.42

Fisher Pivots for day following 02-Jun-2014
Pivot	1 day	3 day
R1	98.17	98.29
PP	98.11	98.19
S1	98.06	98.10

Download as Excel Spreadsheet

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

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