NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 92.52 93.08 0.56 0.6% 94.46
High 93.56 93.10 -0.46 -0.5% 94.74
Low 92.22 91.65 -0.57 -0.6% 91.47
Close 92.95 92.01 -0.94 -1.0% 92.95
Range 1.34 1.45 0.11 8.2% 3.27
ATR 1.48 1.48 0.00 -0.1% 0.00
Volume 131,453 99,436 -32,017 -24.4% 535,138
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.60 95.76 92.81
R3 95.15 94.31 92.41
R2 93.70 93.70 92.28
R1 92.86 92.86 92.14 92.56
PP 92.25 92.25 92.25 92.10
S1 91.41 91.41 91.88 91.11
S2 90.80 90.80 91.74
S3 89.35 89.96 91.61
S4 87.90 88.51 91.21
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 102.86 101.18 94.75
R3 99.59 97.91 93.85
R2 96.32 96.32 93.55
R1 94.64 94.64 93.25 93.85
PP 93.05 93.05 93.05 92.66
S1 91.37 91.37 92.65 90.58
S2 89.78 89.78 92.35
S3 86.51 88.10 92.05
S4 83.24 84.83 91.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.37 91.47 2.90 3.2% 1.44 1.6% 19% False False 110,289
10 100.55 91.47 9.08 9.9% 1.65 1.8% 6% False False 86,758
20 100.79 91.47 9.32 10.1% 1.34 1.5% 6% False False 64,912
40 100.79 91.47 9.32 10.1% 1.35 1.5% 6% False False 57,482
60 101.21 91.47 9.74 10.6% 1.36 1.5% 6% False False 51,709
80 102.29 91.47 10.82 11.8% 1.38 1.5% 5% False False 45,504
100 104.37 91.47 12.90 14.0% 1.40 1.5% 4% False False 39,557
120 104.37 91.47 12.90 14.0% 1.37 1.5% 4% False False 34,743
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.26
2.618 96.90
1.618 95.45
1.000 94.55
0.618 94.00
HIGH 93.10
0.618 92.55
0.500 92.38
0.382 92.20
LOW 91.65
0.618 90.75
1.000 90.20
1.618 89.30
2.618 87.85
4.250 85.49
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 92.38 92.52
PP 92.25 92.35
S1 92.13 92.18

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

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