NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 93.52 93.69 0.17 0.2% 99.02
High 93.94 93.81 -0.13 -0.1% 99.40
Low 93.26 92.14 -1.12 -1.2% 93.67
Close 93.39 92.20 -1.19 -1.3% 93.75
Range 0.68 1.67 0.99 145.6% 5.73
ATR 1.16 1.20 0.04 3.1% 0.00
Volume 26,636 23,224 -3,412 -12.8% 71,470
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 97.73 96.63 93.12
R3 96.06 94.96 92.66
R2 94.39 94.39 92.51
R1 93.29 93.29 92.35 93.01
PP 92.72 92.72 92.72 92.57
S1 91.62 91.62 92.05 91.34
S2 91.05 91.05 91.89
S3 89.38 89.95 91.74
S4 87.71 88.28 91.28
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 98.42 92.14 6.28 6.8% 1.70 1.8% 1% False True 22,735
10 99.53 92.14 7.39 8.0% 1.30 1.4% 1% False True 17,295
20 99.53 92.14 7.39 8.0% 1.13 1.2% 1% False True 17,375
40 99.53 92.14 7.39 8.0% 1.15 1.2% 1% False True 15,450
60 100.11 92.14 7.97 8.6% 1.11 1.2% 1% False True 13,847
80 100.11 92.14 7.97 8.6% 1.12 1.2% 1% False True 11,456
100 101.55 92.14 9.41 10.2% 1.03 1.1% 1% False True 9,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.91
2.618 98.18
1.618 96.51
1.000 95.48
0.618 94.84
HIGH 93.81
0.618 93.17
0.500 92.98
0.382 92.78
LOW 92.14
0.618 91.11
1.000 90.47
1.618 89.44
2.618 87.77
4.250 85.04
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 92.98 93.20
PP 92.72 92.87
S1 92.46 92.53

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

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