NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 14-Jan-2014
Day Change Summary
Previous Current
13-Jan-2014 14-Jan-2014 Change Change % Previous Week
Open 92.83 91.51 -1.32 -1.4% 94.18
High 92.88 92.88 0.00 0.0% 94.59
Low 91.43 91.50 0.07 0.1% 91.24
Close 91.80 92.59 0.79 0.9% 92.72
Range 1.45 1.38 -0.07 -4.8% 3.35
ATR 1.47 1.47 -0.01 -0.5% 0.00
Volume 212,208 243,474 31,266 14.7% 1,123,188
Daily Pivots for day following 14-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.46 95.91 93.35
R3 95.08 94.53 92.97
R2 93.70 93.70 92.84
R1 93.15 93.15 92.72 93.43
PP 92.32 92.32 92.32 92.46
S1 91.77 91.77 92.46 92.05
S2 90.94 90.94 92.34
S3 89.56 90.39 92.21
S4 88.18 89.01 91.83
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 102.90 101.16 94.56
R3 99.55 97.81 93.64
R2 96.20 96.20 93.33
R1 94.46 94.46 93.03 93.66
PP 92.85 92.85 92.85 92.45
S1 91.11 91.11 92.41 90.31
S2 89.50 89.50 92.11
S3 86.15 87.76 91.80
S4 82.80 84.41 90.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.18 91.24 2.94 3.2% 1.57 1.7% 46% False False 242,461
10 99.39 91.24 8.15 8.8% 1.68 1.8% 17% False False 215,954
20 100.75 91.24 9.51 10.3% 1.38 1.5% 14% False False 170,785
40 100.75 91.24 9.51 10.3% 1.39 1.5% 14% False False 121,916
60 101.25 91.24 10.01 10.8% 1.40 1.5% 13% False False 94,774
80 102.52 91.24 11.28 12.2% 1.43 1.5% 12% False False 77,588
100 106.22 91.24 14.98 16.2% 1.49 1.6% 9% False False 64,665
120 106.22 91.24 14.98 16.2% 1.43 1.5% 9% False False 55,317
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.75
2.618 96.49
1.618 95.11
1.000 94.26
0.618 93.73
HIGH 92.88
0.618 92.35
0.500 92.19
0.382 92.03
LOW 91.50
0.618 90.65
1.000 90.12
1.618 89.27
2.618 87.89
4.250 85.64
Fisher Pivots for day following 14-Jan-2014
Pivot 1 day 3 day
R1 92.46 92.53
PP 92.32 92.47
S1 92.19 92.41

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

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