NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 09-Jun-2014

Day Change Summary
	Previous	Current
	06-Jun-2014	09-Jun-2014	Change	Change %	Previous Week
Open	97.29	97.28	-0.01	0.0%	97.25
High	97.67	98.60	0.93	1.0%	97.99
Low	97.04	97.20	0.16	0.2%	96.55
Close	97.32	98.56	1.24	1.3%	97.32
Range	0.63	1.40	0.77	122.2%	1.44
ATR	0.71	0.76	0.05	6.9%	0.00
Volume	9,389	9,991	602	6.4%	45,198

Daily Pivots for day following 09-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.32	101.84	99.33
R3	100.92	100.44	98.95
R2	99.52	99.52	98.82
R1	99.04	99.04	98.69	99.28
PP	98.12	98.12	98.12	98.24
S1	97.64	97.64	98.43	97.88
S2	96.72	96.72	98.30
S3	95.32	96.24	98.18
S4	93.92	94.84	97.79

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.61	100.90	98.11
R3	100.17	99.46	97.72
R2	98.73	98.73	97.58
R1	98.02	98.02	97.45	98.38
PP	97.29	97.29	97.29	97.46
S1	96.58	96.58	97.19	96.94
S2	95.85	95.85	97.06
S3	94.41	95.14	96.92
S4	92.97	93.70	96.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.60	96.55	2.05	2.1%	0.87	0.9%	98%	True	False	10,481
10	98.60	96.55	2.05	2.1%	0.73	0.7%	98%	True	False	6,520
20	98.60	94.37	4.23	4.3%	0.62	0.6%	99%	True	False	5,466

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	0.15
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	104.55
2.618	102.27
1.618	100.87
1.000	100.00
0.618	99.47
HIGH	98.60
0.618	98.07
0.500	97.90
0.382	97.73
LOW	97.20
0.618	96.33
1.000	95.80
1.618	94.93
2.618	93.53
4.250	91.25

Fisher Pivots for day following 09-Jun-2014
Pivot	1 day	3 day
R1	98.34	98.23
PP	98.12	97.90
S1	97.90	97.58

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols