NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 98.09 95.18 -2.91 -3.0% 99.02
High 98.42 95.43 -2.99 -3.0% 99.40
Low 95.14 93.67 -1.47 -1.5% 93.67
Close 95.20 93.75 -1.45 -1.5% 93.75
Range 3.28 1.76 -1.52 -46.3% 5.73
ATR 1.16 1.20 0.04 3.7% 0.00
Volume 11,430 28,053 16,623 145.4% 71,470
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.56 98.42 94.72
R3 97.80 96.66 94.23
R2 96.04 96.04 94.07
R1 94.90 94.90 93.91 94.59
PP 94.28 94.28 94.28 94.13
S1 93.14 93.14 93.59 92.83
S2 92.52 92.52 93.43
S3 90.76 91.38 93.27
S4 89.00 89.62 92.78
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 112.80 109.00 96.90
R3 107.07 103.27 95.33
R2 101.34 101.34 94.80
R1 97.54 97.54 94.28 96.58
PP 95.61 95.61 95.61 95.12
S1 91.81 91.81 93.22 90.85
S2 89.88 89.88 92.70
S3 84.15 86.08 92.17
S4 78.42 80.35 90.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.53 93.67 5.86 6.3% 1.62 1.7% 1% False True 15,375
10 99.53 93.67 5.86 6.3% 1.21 1.3% 1% False True 15,849
20 99.53 93.67 5.86 6.3% 1.06 1.1% 1% False True 16,783
40 99.53 92.38 7.15 7.6% 1.13 1.2% 19% False False 14,441
60 100.11 92.38 7.73 8.2% 1.13 1.2% 18% False False 12,930
80 100.11 92.38 7.73 8.2% 1.10 1.2% 18% False False 10,671
100 101.55 92.38 9.17 9.8% 1.02 1.1% 15% False False 9,214
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.91
2.618 100.04
1.618 98.28
1.000 97.19
0.618 96.52
HIGH 95.43
0.618 94.76
0.500 94.55
0.382 94.34
LOW 93.67
0.618 92.58
1.000 91.91
1.618 90.82
2.618 89.06
4.250 86.19
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 94.55 96.21
PP 94.28 95.39
S1 94.02 94.57

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

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