NYMEX Light Sweet Crude Oil Future February 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	96.75	96.11	-0.64	-0.7%	96.88
High	96.99	96.52	-0.47	-0.5%	97.18
Low	96.24	95.73	-0.51	-0.5%	96.03
Close	96.38	96.50	0.12	0.1%	96.23
Range	0.75	0.79	0.04	5.3%	1.15
ATR	0.58	0.60	0.01	2.5%	0.00
Volume	1,664	2,515	851	51.1%	6,072

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.62	98.35	96.93
R3	97.83	97.56	96.72
R2	97.04	97.04	96.64
R1	96.77	96.77	96.57	96.91
PP	96.25	96.25	96.25	96.32
S1	95.98	95.98	96.43	96.12
S2	95.46	95.46	96.36
S3	94.67	95.19	96.28
S4	93.88	94.40	96.07

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.93	99.23	96.86
R3	98.78	98.08	96.55
R2	97.63	97.63	96.44
R1	96.93	96.93	96.34	96.71
PP	96.48	96.48	96.48	96.37
S1	95.78	95.78	96.12	95.56
S2	95.33	95.33	96.02
S3	94.18	94.63	95.91
S4	93.03	93.48	95.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.99	95.73	1.26	1.3%	0.50	0.5%	61%	False	True	1,420
10	97.28	95.73	1.55	1.6%	0.52	0.5%	50%	False	True	1,596

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	99.88
2.618	98.59
1.618	97.80
1.000	97.31
0.618	97.01
HIGH	96.52
0.618	96.22
0.500	96.13
0.382	96.03
LOW	95.73
0.618	95.24
1.000	94.94
1.618	94.45
2.618	93.66
4.250	92.37

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	96.38	96.45
PP	96.25	96.41
S1	96.13	96.36

Download as Excel Spreadsheet

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

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