NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 94.61 95.70 1.09 1.2% 92.78
High 96.01 96.45 0.44 0.5% 94.34
Low 94.56 95.59 1.03 1.1% 91.39
Close 95.82 95.95 0.13 0.1% 94.03
Range 1.45 0.86 -0.59 -40.7% 2.95
ATR 1.31 1.27 -0.03 -2.4% 0.00
Volume 26,467 36,603 10,136 38.3% 153,709
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 98.58 98.12 96.42
R3 97.72 97.26 96.19
R2 96.86 96.86 96.11
R1 96.40 96.40 96.03 96.63
PP 96.00 96.00 96.00 96.11
S1 95.54 95.54 95.87 95.77
S2 95.14 95.14 95.79
S3 94.28 94.68 95.71
S4 93.42 93.82 95.48
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 102.10 101.02 95.65
R3 99.15 98.07 94.84
R2 96.20 96.20 94.57
R1 95.12 95.12 94.30 95.66
PP 93.25 93.25 93.25 93.53
S1 92.17 92.17 93.76 92.71
S2 90.30 90.30 93.49
S3 87.35 89.22 93.22
S4 84.40 86.27 92.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.45 93.13 3.32 3.5% 1.20 1.2% 85% True False 27,449
10 96.45 91.35 5.10 5.3% 1.32 1.4% 90% True False 30,569
20 99.53 91.35 8.18 8.5% 1.31 1.4% 56% False False 23,932
40 99.53 91.35 8.18 8.5% 1.19 1.2% 56% False False 20,054
60 99.53 91.35 8.18 8.5% 1.14 1.2% 56% False False 17,131
80 100.11 91.35 8.76 9.1% 1.14 1.2% 53% False False 14,805
100 100.38 91.35 9.03 9.4% 1.10 1.1% 51% False False 12,591
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.18
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 100.11
2.618 98.70
1.618 97.84
1.000 97.31
0.618 96.98
HIGH 96.45
0.618 96.12
0.500 96.02
0.382 95.92
LOW 95.59
0.618 95.06
1.000 94.73
1.618 94.20
2.618 93.34
4.250 91.94
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 96.02 95.56
PP 96.00 95.18
S1 95.97 94.79

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

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