NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 99.43 98.55 -0.88 -0.9% 99.15
High 99.51 99.08 -0.43 -0.4% 100.79
Low 98.29 95.53 -2.76 -2.8% 98.55
Close 98.55 95.62 -2.93 -3.0% 100.39
Range 1.22 3.55 2.33 191.0% 2.24
ATR 1.19 1.36 0.17 14.1% 0.00
Volume 48,079 45,275 -2,804 -5.8% 126,807
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 107.39 105.06 97.57
R3 103.84 101.51 96.60
R2 100.29 100.29 96.27
R1 97.96 97.96 95.95 97.35
PP 96.74 96.74 96.74 96.44
S1 94.41 94.41 95.29 93.80
S2 93.19 93.19 94.97
S3 89.64 90.86 94.64
S4 86.09 87.31 93.67
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 106.63 105.75 101.62
R3 104.39 103.51 101.01
R2 102.15 102.15 100.80
R1 101.27 101.27 100.60 101.71
PP 99.91 99.91 99.91 100.13
S1 99.03 99.03 100.18 99.47
S2 97.67 97.67 99.98
S3 95.43 96.79 99.77
S4 93.19 94.55 99.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.79 95.53 5.26 5.5% 1.60 1.7% 2% False True 34,092
10 100.79 95.53 5.26 5.5% 1.29 1.3% 2% False True 41,361
20 100.79 95.53 5.26 5.5% 1.19 1.2% 2% False True 52,672
40 100.79 92.35 8.44 8.8% 1.34 1.4% 39% False False 45,562
60 101.81 92.35 9.46 9.9% 1.37 1.4% 35% False False 43,702
80 102.29 92.35 9.94 10.4% 1.39 1.4% 33% False False 37,816
100 104.37 92.35 12.02 12.6% 1.37 1.4% 27% False False 32,960
120 104.37 92.35 12.02 12.6% 1.35 1.4% 27% False False 29,379
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 0.20
Widest range in 144 trading days
Fibonacci Retracements and Extensions
4.250 114.17
2.618 108.37
1.618 104.82
1.000 102.63
0.618 101.27
HIGH 99.08
0.618 97.72
0.500 97.31
0.382 96.89
LOW 95.53
0.618 93.34
1.000 91.98
1.618 89.79
2.618 86.24
4.250 80.44
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 97.31 98.04
PP 96.74 97.23
S1 96.18 96.43

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

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