NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 98.98 101.11 2.13 2.2% 97.28
High 100.56 101.27 0.71 0.7% 101.27
Low 98.95 100.06 1.11 1.1% 97.20
Close 100.45 100.33 -0.12 -0.1% 100.33
Range 1.61 1.21 -0.40 -24.8% 4.07
ATR 0.82 0.85 0.03 3.4% 0.00
Volume 5,090 11,016 5,926 116.4% 47,490
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 104.18 103.47 101.00
R3 102.97 102.26 100.66
R2 101.76 101.76 100.55
R1 101.05 101.05 100.44 100.80
PP 100.55 100.55 100.55 100.43
S1 99.84 99.84 100.22 99.59
S2 99.34 99.34 100.11
S3 98.13 98.63 100.00
S4 96.92 97.42 99.66
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 111.81 110.14 102.57
R3 107.74 106.07 101.45
R2 103.67 103.67 101.08
R1 102.00 102.00 100.70 102.84
PP 99.60 99.60 99.60 100.02
S1 97.93 97.93 99.96 98.77
S2 95.53 95.53 99.58
S3 91.46 93.86 99.21
S4 87.39 89.79 98.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.27 97.20 4.07 4.1% 1.10 1.1% 77% True False 9,498
10 101.27 96.55 4.72 4.7% 0.89 0.9% 80% True False 9,268
20 101.27 96.06 5.21 5.2% 0.70 0.7% 82% True False 6,485
40 101.27 93.32 7.95 7.9% 0.69 0.7% 88% True False 5,055
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 True
Stretch 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.41
2.618 104.44
1.618 103.23
1.000 102.48
0.618 102.02
HIGH 101.27
0.618 100.81
0.500 100.67
0.382 100.52
LOW 100.06
0.618 99.31
1.000 98.85
1.618 98.10
2.618 96.89
4.250 94.92
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 100.67 100.16
PP 100.55 99.99
S1 100.44 99.83

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

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