NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 93.88 93.52 -0.36 -0.4% 99.02
High 94.26 93.94 -0.32 -0.3% 99.40
Low 93.15 93.26 0.11 0.1% 93.67
Close 93.29 93.39 0.10 0.1% 93.75
Range 1.11 0.68 -0.43 -38.7% 5.73
ATR 1.20 1.16 -0.04 -3.1% 0.00
Volume 24,332 26,636 2,304 9.5% 71,470
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 95.57 95.16 93.76
R3 94.89 94.48 93.58
R2 94.21 94.21 93.51
R1 93.80 93.80 93.45 93.67
PP 93.53 93.53 93.53 93.46
S1 93.12 93.12 93.33 92.99
S2 92.85 92.85 93.27
S3 92.17 92.44 93.20
S4 91.49 91.76 93.02
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 98.74 93.15 5.59 6.0% 1.58 1.7% 4% False False 21,257
10 99.53 93.15 6.38 6.8% 1.18 1.3% 4% False False 16,700
20 99.53 93.15 6.38 6.8% 1.07 1.1% 4% False False 17,023
40 99.53 92.38 7.15 7.7% 1.13 1.2% 14% False False 15,141
60 100.11 92.38 7.73 8.3% 1.10 1.2% 13% False False 13,585
80 100.11 92.38 7.73 8.3% 1.11 1.2% 13% False False 11,210
100 101.55 92.38 9.17 9.8% 1.02 1.1% 11% False False 9,651
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 96.83
2.618 95.72
1.618 95.04
1.000 94.62
0.618 94.36
HIGH 93.94
0.618 93.68
0.500 93.60
0.382 93.52
LOW 93.26
0.618 92.84
1.000 92.58
1.618 92.16
2.618 91.48
4.250 90.37
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 93.60 94.29
PP 93.53 93.99
S1 93.46 93.69

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

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