NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 95.88 95.88 0.00 0.0% 93.73
High 96.31 96.00 -0.31 -0.3% 96.45
Low 95.13 94.36 -0.77 -0.8% 93.13
Close 95.56 94.74 -0.82 -0.9% 95.56
Range 1.18 1.64 0.46 39.0% 3.32
ATR 1.27 1.29 0.03 2.1% 0.00
Volume 53,450 35,946 -17,504 -32.7% 138,396
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.95 98.99 95.64
R3 98.31 97.35 95.19
R2 96.67 96.67 95.04
R1 95.71 95.71 94.89 95.37
PP 95.03 95.03 95.03 94.87
S1 94.07 94.07 94.59 93.73
S2 93.39 93.39 94.44
S3 91.75 92.43 94.29
S4 90.11 90.79 93.84
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 105.01 103.60 97.39
R3 101.69 100.28 96.47
R2 98.37 98.37 96.17
R1 96.96 96.96 95.86 97.67
PP 95.05 95.05 95.05 95.40
S1 93.64 93.64 95.26 94.35
S2 91.73 91.73 94.95
S3 88.41 90.32 94.65
S4 85.09 87.00 93.73
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% 1.39 1.5% 48% False False 34,868
10 96.45 91.39 5.06 5.3% 1.33 1.4% 66% False False 32,805
20 99.53 91.35 8.18 8.6% 1.38 1.5% 41% False False 27,308
40 99.53 91.35 8.18 8.6% 1.19 1.3% 41% False False 21,745
60 99.53 91.35 8.18 8.6% 1.16 1.2% 41% False False 18,427
80 100.11 91.35 8.76 9.2% 1.15 1.2% 39% False False 15,841
100 100.38 91.35 9.03 9.5% 1.11 1.2% 38% False False 13,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.17
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.97
2.618 100.29
1.618 98.65
1.000 97.64
0.618 97.01
HIGH 96.00
0.618 95.37
0.500 95.18
0.382 94.99
LOW 94.36
0.618 93.35
1.000 92.72
1.618 91.71
2.618 90.07
4.250 87.39
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 95.18 95.41
PP 95.03 95.18
S1 94.89 94.96

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

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