NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 98.38 98.98 0.60 0.6% 97.25
High 98.91 100.56 1.65 1.7% 97.99
Low 98.38 98.95 0.57 0.6% 96.55
Close 98.75 100.45 1.70 1.7% 97.32
Range 0.53 1.61 1.08 203.8% 1.44
ATR 0.74 0.82 0.08 10.3% 0.00
Volume 9,160 5,090 -4,070 -44.4% 45,198
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 104.82 104.24 101.34
R3 103.21 102.63 100.89
R2 101.60 101.60 100.75
R1 101.02 101.02 100.60 101.31
PP 99.99 99.99 99.99 100.13
S1 99.41 99.41 100.30 99.70
S2 98.38 98.38 100.15
S3 96.77 97.80 100.01
S4 95.16 96.19 99.56
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
5 100.56 97.04 3.52 3.5% 0.99 1.0% 97% True False 9,172
10 100.56 96.55 4.01 4.0% 0.81 0.8% 97% True False 8,387
20 100.56 95.74 4.82 4.8% 0.66 0.7% 98% True False 6,115
40 100.56 93.32 7.24 7.2% 0.68 0.7% 98% True False 4,829
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 42 trading days
Fibonacci Retracements and Extensions
4.250 107.40
2.618 104.77
1.618 103.16
1.000 102.17
0.618 101.55
HIGH 100.56
0.618 99.94
0.500 99.76
0.382 99.57
LOW 98.95
0.618 97.96
1.000 97.34
1.618 96.35
2.618 94.74
4.250 92.11
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 100.22 100.07
PP 99.99 99.69
S1 99.76 99.32

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

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