NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 94.18 93.60 -0.58 -0.6% 100.15
High 94.59 94.22 -0.37 -0.4% 100.42
Low 93.20 93.35 0.15 0.2% 93.86
Close 93.43 93.67 0.24 0.3% 93.96
Range 1.39 0.87 -0.52 -37.4% 6.56
ATR 1.44 1.40 -0.04 -2.8% 0.00
Volume 189,379 177,182 -12,197 -6.4% 699,033
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.36 95.88 94.15
R3 95.49 95.01 93.91
R2 94.62 94.62 93.83
R1 94.14 94.14 93.75 94.38
PP 93.75 93.75 93.75 93.87
S1 93.27 93.27 93.59 93.51
S2 92.88 92.88 93.51
S3 92.01 92.40 93.43
S4 91.14 91.53 93.19
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 115.76 111.42 97.57
R3 109.20 104.86 95.76
R2 102.64 102.64 95.16
R1 98.30 98.30 94.56 97.19
PP 96.08 96.08 96.08 95.53
S1 91.74 91.74 93.36 90.63
S2 89.52 89.52 92.76
S3 82.96 85.18 92.16
S4 76.40 78.62 90.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.39 93.20 6.19 6.6% 1.80 1.9% 8% False False 189,447
10 100.75 93.20 7.55 8.1% 1.38 1.5% 6% False False 141,760
20 100.75 93.20 7.55 8.1% 1.29 1.4% 6% False False 137,722
40 100.75 92.10 8.65 9.2% 1.39 1.5% 18% False False 97,265
60 102.49 92.10 10.39 11.1% 1.42 1.5% 15% False False 77,718
80 103.73 92.10 11.63 12.4% 1.45 1.5% 13% False False 63,382
100 106.22 92.10 14.12 15.1% 1.46 1.6% 11% False False 52,971
120 106.22 92.10 14.12 15.1% 1.42 1.5% 11% False False 45,584
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 97.92
2.618 96.50
1.618 95.63
1.000 95.09
0.618 94.76
HIGH 94.22
0.618 93.89
0.500 93.79
0.382 93.68
LOW 93.35
0.618 92.81
1.000 92.48
1.618 91.94
2.618 91.07
4.250 89.65
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 93.79 94.47
PP 93.75 94.20
S1 93.71 93.94

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

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