NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 95.18 93.88 -1.30 -1.4% 99.02
High 95.43 94.26 -1.17 -1.2% 99.40
Low 93.67 93.15 -0.52 -0.6% 93.67
Close 93.75 93.29 -0.46 -0.5% 93.75
Range 1.76 1.11 -0.65 -36.9% 5.73
ATR 1.20 1.20 -0.01 -0.6% 0.00
Volume 28,053 24,332 -3,721 -13.3% 71,470
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.90 96.20 93.90
R3 95.79 95.09 93.60
R2 94.68 94.68 93.49
R1 93.98 93.98 93.39 93.78
PP 93.57 93.57 93.57 93.46
S1 92.87 92.87 93.19 92.67
S2 92.46 92.46 93.09
S3 91.35 91.76 92.98
S4 90.24 90.65 92.68
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 99.40 93.15 6.25 6.7% 1.64 1.8% 2% False True 19,160
10 99.53 93.15 6.38 6.8% 1.19 1.3% 2% False True 16,411
20 99.53 93.15 6.38 6.8% 1.08 1.2% 2% False True 16,531
40 99.53 92.38 7.15 7.7% 1.13 1.2% 13% False False 14,750
60 100.11 92.38 7.73 8.3% 1.11 1.2% 12% False False 13,249
80 100.11 92.38 7.73 8.3% 1.11 1.2% 12% False False 10,923
100 101.55 92.38 9.17 9.8% 1.02 1.1% 10% False False 9,419
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.98
2.618 97.17
1.618 96.06
1.000 95.37
0.618 94.95
HIGH 94.26
0.618 93.84
0.500 93.71
0.382 93.57
LOW 93.15
0.618 92.46
1.000 92.04
1.618 91.35
2.618 90.24
4.250 88.43
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 93.71 95.79
PP 93.57 94.95
S1 93.43 94.12

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

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