NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 92.73 92.41 -0.32 -0.3% 94.21
High 93.06 93.47 0.41 0.4% 94.63
Low 91.48 92.20 0.72 0.8% 91.48
Close 91.89 92.92 1.03 1.1% 92.92
Range 1.58 1.27 -0.31 -19.6% 3.15
ATR 1.38 1.39 0.01 1.0% 0.00
Volume 44,867 55,677 10,810 24.1% 219,355
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.67 96.07 93.62
R3 95.40 94.80 93.27
R2 94.13 94.13 93.15
R1 93.53 93.53 93.04 93.83
PP 92.86 92.86 92.86 93.02
S1 92.26 92.26 92.80 92.56
S2 91.59 91.59 92.69
S3 90.32 90.99 92.57
S4 89.05 89.72 92.22
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 102.46 100.84 94.65
R3 99.31 97.69 93.79
R2 96.16 96.16 93.50
R1 94.54 94.54 93.21 93.78
PP 93.01 93.01 93.01 92.63
S1 91.39 91.39 92.63 90.63
S2 89.86 89.86 92.34
S3 86.71 88.24 92.05
S4 83.56 85.09 91.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.63 91.48 3.15 3.4% 1.33 1.4% 46% False False 43,871
10 100.33 91.48 8.85 9.5% 1.53 1.6% 16% False False 34,833
20 100.33 91.48 8.85 9.5% 1.23 1.3% 16% False False 29,416
40 100.33 91.48 8.85 9.5% 1.26 1.4% 16% False False 25,570
60 101.00 91.48 9.52 10.2% 1.27 1.4% 15% False False 22,165
80 101.00 91.48 9.52 10.2% 1.28 1.4% 15% False False 18,560
100 103.06 91.48 11.58 12.5% 1.24 1.3% 12% False False 15,787
120 103.06 91.48 11.58 12.5% 1.17 1.3% 12% False False 13,732
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.87
2.618 96.79
1.618 95.52
1.000 94.74
0.618 94.25
HIGH 93.47
0.618 92.98
0.500 92.84
0.382 92.69
LOW 92.20
0.618 91.42
1.000 90.93
1.618 90.15
2.618 88.88
4.250 86.80
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 92.89 92.89
PP 92.86 92.86
S1 92.84 92.84

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

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