NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 91.54 92.16 0.62 0.7% 93.88
High 92.67 94.15 1.48 1.6% 94.26
Low 91.54 92.13 0.59 0.6% 91.35
Close 92.32 93.77 1.45 1.6% 92.68
Range 1.13 2.02 0.89 78.8% 2.91
ATR 1.24 1.29 0.06 4.5% 0.00
Volume 27,988 42,586 14,598 52.2% 141,236
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.41 98.61 94.88
R3 97.39 96.59 94.33
R2 95.37 95.37 94.14
R1 94.57 94.57 93.96 94.97
PP 93.35 93.35 93.35 93.55
S1 92.55 92.55 93.58 92.95
S2 91.33 91.33 93.40
S3 89.31 90.53 93.21
S4 87.29 88.51 92.66
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 101.49 100.00 94.28
R3 98.58 97.09 93.48
R2 95.67 95.67 93.21
R1 94.18 94.18 92.95 93.47
PP 92.76 92.76 92.76 92.41
S1 91.27 91.27 92.41 90.56
S2 89.85 89.85 92.15
S3 86.94 88.36 91.88
S4 84.03 85.45 91.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.15 91.35 2.80 3.0% 1.44 1.5% 86% True False 33,690
10 98.42 91.35 7.07 7.5% 1.57 1.7% 34% False False 28,212
20 99.53 91.35 8.18 8.7% 1.21 1.3% 30% False False 21,049
40 99.53 91.35 8.18 8.7% 1.17 1.3% 30% False False 17,751
60 99.53 91.35 8.18 8.7% 1.14 1.2% 30% False False 15,697
80 100.11 91.35 8.76 9.3% 1.13 1.2% 28% False False 13,303
100 101.55 91.35 10.20 10.9% 1.08 1.1% 24% False False 11,384
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 102.74
2.618 99.44
1.618 97.42
1.000 96.17
0.618 95.40
HIGH 94.15
0.618 93.38
0.500 93.14
0.382 92.90
LOW 92.13
0.618 90.88
1.000 90.11
1.618 88.86
2.618 86.84
4.250 83.55
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 93.56 93.44
PP 93.35 93.10
S1 93.14 92.77

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

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