NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 26-Jun-2014

Day Change Summary
	Previous	Current
	25-Jun-2014	26-Jun-2014	Change	Change %	Previous Week
Open	100.43	100.34	-0.09	-0.1%	98.73
High	100.52	100.36	-0.16	-0.2%	100.04
Low	99.71	99.45	-0.26	-0.3%	98.35
Close	100.36	99.98	-0.38	-0.4%	100.04
Range	0.81	0.91	0.10	12.3%	1.69
ATR
Volume	6,466	9,491	3,025	46.8%	45,505

Daily Pivots for day following 26-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.66	102.23	100.48
R3	101.75	101.32	100.23
R2	100.84	100.84	100.15
R1	100.41	100.41	100.06	100.17
PP	99.93	99.93	99.93	99.81
S1	99.50	99.50	99.90	99.26
S2	99.02	99.02	99.81
S3	98.11	98.59	99.73
S4	97.20	97.68	99.48

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.55	103.98	100.97
R3	102.86	102.29	100.50
R2	101.17	101.17	100.35
R1	100.60	100.60	100.19	100.89
PP	99.48	99.48	99.48	99.62
S1	98.91	98.91	99.89	99.20
S2	97.79	97.79	99.73
S3	96.10	97.22	99.58
S4	94.41	95.53	99.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.52	99.42	1.10	1.1%	0.75	0.8%	51%	False	False	6,803
10	100.52	98.16	2.36	2.4%	0.73	0.7%	77%	False	False	8,445

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	104.23
2.618	102.74
1.618	101.83
1.000	101.27
0.618	100.92
HIGH	100.36
0.618	100.01
0.500	99.91
0.382	99.80
LOW	99.45
0.618	98.89
1.000	98.54
1.618	97.98
2.618	97.07
4.250	95.58

Fisher Pivots for day following 26-Jun-2014
Pivot	1 day	3 day
R1	99.96	99.99
PP	99.93	99.98
S1	99.91	99.98

Download as Excel Spreadsheet

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

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