NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 97.56 97.08 -0.48 -0.5% 97.86
High 97.99 97.43 -0.56 -0.6% 98.11
Low 97.00 96.55 -0.45 -0.5% 96.80
Close 97.25 97.35 0.10 0.1% 97.11
Range 0.99 0.88 -0.11 -11.1% 1.31
ATR 0.70 0.72 0.01 1.8% 0.00
Volume 11,055 17,168 6,113 55.3% 10,012
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 99.75 99.43 97.83
R3 98.87 98.55 97.59
R2 97.99 97.99 97.51
R1 97.67 97.67 97.43 97.83
PP 97.11 97.11 97.11 97.19
S1 96.79 96.79 97.27 96.95
S2 96.23 96.23 97.19
S3 95.35 95.91 97.11
S4 94.47 95.03 96.87
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 96.55 1.44 1.5% 0.64 0.7% 56% False True 7,602
10 98.22 96.55 1.67 1.7% 0.59 0.6% 48% False True 5,618
20 98.22 93.80 4.42 4.5% 0.61 0.6% 80% False False 4,870
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.17
2.618 99.73
1.618 98.85
1.000 98.31
0.618 97.97
HIGH 97.43
0.618 97.09
0.500 96.99
0.382 96.89
LOW 96.55
0.618 96.01
1.000 95.67
1.618 95.13
2.618 94.25
4.250 92.81
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 97.23 97.32
PP 97.11 97.30
S1 96.99 97.27

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

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