NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 100.86 100.64 -0.22 -0.2% 99.58
High 100.87 100.98 0.11 0.1% 100.93
Low 100.27 100.60 0.33 0.3% 99.26
Close 100.60 100.79 0.19 0.2% 100.93
Range 0.60 0.38 -0.22 -36.7% 1.67
ATR 0.68 0.66 -0.02 -3.1% 0.00
Volume 1,548 2,032 484 31.3% 23,102
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 101.93 101.74 101.00
R3 101.55 101.36 100.89
R2 101.17 101.17 100.86
R1 100.98 100.98 100.82 101.08
PP 100.79 100.79 100.79 100.84
S1 100.60 100.60 100.76 100.70
S2 100.41 100.41 100.72
S3 100.03 100.22 100.69
S4 99.65 99.84 100.58
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 105.38 104.83 101.85
R3 103.71 103.16 101.39
R2 102.04 102.04 101.24
R1 101.49 101.49 101.08 101.77
PP 100.37 100.37 100.37 100.51
S1 99.82 99.82 100.78 100.10
S2 98.70 98.70 100.62
S3 97.03 98.15 100.47
S4 95.36 96.48 100.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.98 99.83 1.15 1.1% 0.50 0.5% 83% True False 3,308
10 100.98 97.62 3.36 3.3% 0.64 0.6% 94% True False 3,687
20 100.98 95.73 5.25 5.2% 0.62 0.6% 96% True False 2,644
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 False
Stretch 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.60
2.618 101.97
1.618 101.59
1.000 101.36
0.618 101.21
HIGH 100.98
0.618 100.83
0.500 100.79
0.382 100.75
LOW 100.60
0.618 100.37
1.000 100.22
1.618 99.99
2.618 99.61
4.250 98.99
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 100.79 100.74
PP 100.79 100.68
S1 100.79 100.63

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

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