NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 96.82 96.41 -0.41 -0.4% 94.10
High 97.19 96.72 -0.47 -0.5% 97.27
Low 95.78 94.92 -0.86 -0.9% 93.54
Close 96.22 95.36 -0.86 -0.9% 96.22
Range 1.41 1.80 0.39 27.7% 3.73
ATR 1.42 1.45 0.03 1.9% 0.00
Volume 110,356 76,813 -33,543 -30.4% 293,226
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 101.07 100.01 96.35
R3 99.27 98.21 95.86
R2 97.47 97.47 95.69
R1 96.41 96.41 95.53 96.04
PP 95.67 95.67 95.67 95.48
S1 94.61 94.61 95.20 94.24
S2 93.87 93.87 95.03
S3 92.07 92.81 94.87
S4 90.27 91.01 94.37
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 106.87 105.27 98.27
R3 103.14 101.54 97.25
R2 99.41 99.41 96.90
R1 97.81 97.81 96.56 98.61
PP 95.68 95.68 95.68 96.08
S1 94.08 94.08 95.88 94.88
S2 91.95 91.95 95.54
S3 88.22 90.35 95.19
S4 84.49 86.62 94.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.27 93.54 3.73 3.9% 1.56 1.6% 49% False False 74,007
10 97.27 91.62 5.65 5.9% 1.47 1.5% 66% False False 62,006
20 100.33 91.48 8.85 9.3% 1.50 1.6% 44% False False 48,420
40 100.33 91.48 8.85 9.3% 1.32 1.4% 44% False False 35,849
60 100.33 91.48 8.85 9.3% 1.29 1.4% 44% False False 29,987
80 101.00 91.48 9.52 10.0% 1.30 1.4% 41% False False 25,598
100 101.62 91.48 10.14 10.6% 1.27 1.3% 38% False False 21,549
120 103.06 91.48 11.58 12.1% 1.23 1.3% 34% False False 18,640
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.37
2.618 101.43
1.618 99.63
1.000 98.52
0.618 97.83
HIGH 96.72
0.618 96.03
0.500 95.82
0.382 95.61
LOW 94.92
0.618 93.81
1.000 93.12
1.618 92.01
2.618 90.21
4.250 87.27
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 95.82 96.10
PP 95.67 95.85
S1 95.51 95.61

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

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