NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 03-Jun-2014

Day Change Summary
	Previous	Current
	02-Jun-2014	03-Jun-2014	Change	Change %	Previous Week
Open	97.25	96.95	-0.30	-0.3%	97.86
High	97.25	97.41	0.16	0.2%	98.11
Low	96.80	96.95	0.15	0.2%	96.80
Close	97.08	97.36	0.28	0.3%	97.11
Range	0.45	0.46	0.01	2.2%	1.31
ATR	0.70	0.68	-0.02	-2.4%	0.00
Volume	2,781	4,805	2,024	72.8%	10,012

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.62	98.45	97.61
R3	98.16	97.99	97.49
R2	97.70	97.70	97.44
R1	97.53	97.53	97.40	97.62
PP	97.24	97.24	97.24	97.28
S1	97.07	97.07	97.32	97.16
S2	96.78	96.78	97.28
S3	96.32	96.61	97.23
S4	95.86	96.15	97.11

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.27	100.50	97.83
R3	99.96	99.19	97.47
R2	98.65	98.65	97.35
R1	97.88	97.88	97.23	97.61
PP	97.34	97.34	97.34	97.21
S1	96.57	96.57	96.99	96.30
S2	96.03	96.03	96.87
S3	94.72	95.26	96.75
S4	93.41	93.95	96.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.99	96.80	1.19	1.2%	0.58	0.6%	47%	False	False	3,037
10	98.22	96.32	1.90	2.0%	0.56	0.6%	55%	False	False	3,787
20	98.22	93.44	4.78	4.9%	0.59	0.6%	82%	False	False	3,730

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	0.06
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.37
2.618	98.61
1.618	98.15
1.000	97.87
0.618	97.69
HIGH	97.41
0.618	97.23
0.500	97.18
0.382	97.13
LOW	96.95
0.618	96.67
1.000	96.49
1.618	96.21
2.618	95.75
4.250	95.00

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	97.30	97.28
PP	97.24	97.19
S1	97.18	97.11

Download as Excel Spreadsheet

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

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