NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 16-Jun-2014

Day Change Summary
	Previous	Current
	13-Jun-2014	16-Jun-2014	Change	Change %	Previous Week
Open	100.02	99.58	-0.44	-0.4%	96.77
High	100.14	99.72	-0.42	-0.4%	100.14
Low	99.06	99.33	0.27	0.3%	96.77
Close	99.30	99.72	0.42	0.4%	99.30
Range	1.08	0.39	-0.69	-63.9%	3.37
ATR	0.72	0.70	-0.02	-3.0%	0.00
Volume	5,358	6,034	676	12.6%	13,403

Daily Pivots for day following 16-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.76	100.63	99.93
R3	100.37	100.24	99.83
R2	99.98	99.98	99.79
R1	99.85	99.85	99.76	99.92
PP	99.59	99.59	99.59	99.62
S1	99.46	99.46	99.68	99.53
S2	99.20	99.20	99.65
S3	98.81	99.07	99.61
S4	98.42	98.68	99.51

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	108.85	107.44	101.15
R3	105.48	104.07	100.23
R2	102.11	102.11	99.92
R1	100.70	100.70	99.61	101.41
PP	98.74	98.74	98.74	99.09
S1	97.33	97.33	98.99	98.04
S2	95.37	95.37	98.68
S3	92.00	93.96	98.37
S4	88.63	90.59	97.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.14	97.14	3.00	3.0%	0.76	0.8%	86%	False	False	3,646
10	100.14	95.73	4.41	4.4%	0.72	0.7%	90%	False	False	2,654
20	100.14	95.35	4.79	4.8%	0.61	0.6%	91%	False	False	2,132

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.38
2.618	100.74
1.618	100.35
1.000	100.11
0.618	99.96
HIGH	99.72
0.618	99.57
0.500	99.53
0.382	99.48
LOW	99.33
0.618	99.09
1.000	98.94
1.618	98.70
2.618	98.31
4.250	97.67

Fisher Pivots for day following 16-Jun-2014
Pivot	1 day	3 day
R1	99.66	99.53
PP	99.59	99.33
S1	99.53	99.14

Download as Excel Spreadsheet

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

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