NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 19-Jun-2014

Day Change Summary
	Previous	Current
	18-Jun-2014	19-Jun-2014	Change	Change %	Previous Week
Open	99.85	100.52	0.67	0.7%	96.77
High	100.23	100.81	0.58	0.6%	100.14
Low	99.83	100.03	0.20	0.2%	96.77
Close	99.93	100.56	0.63	0.6%	99.30
Range	0.40	0.78	0.38	95.0%	3.37
ATR	0.69	0.70	0.01	2.0%	0.00
Volume	4,378	4,851	473	10.8%	13,403

Daily Pivots for day following 19-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.81	102.46	100.99
R3	102.03	101.68	100.77
R2	101.25	101.25	100.70
R1	100.90	100.90	100.63	101.08
PP	100.47	100.47	100.47	100.55
S1	100.12	100.12	100.49	100.30
S2	99.69	99.69	100.42
S3	98.91	99.34	100.35
S4	98.13	98.56	100.13

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	100.81	99.06	1.75	1.7%	0.68	0.7%	86%	True	False	4,945
10	100.81	96.21	4.60	4.6%	0.71	0.7%	95%	True	False	3,466
20	100.81	95.73	5.08	5.1%	0.61	0.6%	95%	True	False	2,531

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	104.13
2.618	102.85
1.618	102.07
1.000	101.59
0.618	101.29
HIGH	100.81
0.618	100.51
0.500	100.42
0.382	100.33
LOW	100.03
0.618	99.55
1.000	99.25
1.618	98.77
2.618	97.99
4.250	96.72

Fisher Pivots for day following 19-Jun-2014
Pivot	1 day	3 day
R1	100.51	100.39
PP	100.47	100.21
S1	100.42	100.04

Download as Excel Spreadsheet

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

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