NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 04-Feb-2014
Day Change Summary
Previous Current
03-Feb-2014 04-Feb-2014 Change Change % Previous Week
Open 95.65 94.96 -0.69 -0.7% 95.88
High 95.97 96.09 0.12 0.1% 97.19
Low 94.62 94.76 0.14 0.1% 94.36
Close 94.90 95.64 0.74 0.8% 95.80
Range 1.35 1.33 -0.02 -1.5% 2.83
ATR 1.29 1.29 0.00 0.2% 0.00
Volume 54,377 50,295 -4,082 -7.5% 167,592
Daily Pivots for day following 04-Feb-2014
Classic Woodie Camarilla DeMark
R4 99.49 98.89 96.37
R3 98.16 97.56 96.01
R2 96.83 96.83 95.88
R1 96.23 96.23 95.76 96.53
PP 95.50 95.50 95.50 95.65
S1 94.90 94.90 95.52 95.20
S2 94.17 94.17 95.40
S3 92.84 93.57 95.27
S4 91.51 92.24 94.91
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 104.27 102.87 97.36
R3 101.44 100.04 96.58
R2 98.61 98.61 96.32
R1 97.21 97.21 96.06 96.50
PP 95.78 95.78 95.78 95.43
S1 94.38 94.38 95.54 93.67
S2 92.95 92.95 95.28
S3 90.12 91.55 95.02
S4 87.29 88.72 94.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.19 94.62 2.57 2.7% 1.20 1.3% 40% False False 40,447
10 97.19 94.36 2.83 3.0% 1.28 1.3% 45% False False 38,878
20 97.19 91.35 5.84 6.1% 1.30 1.4% 73% False False 34,063
40 99.53 91.35 8.18 8.6% 1.19 1.2% 52% False False 25,297
60 99.53 91.35 8.18 8.6% 1.19 1.2% 52% False False 21,187
80 100.11 91.35 8.76 9.2% 1.16 1.2% 49% False False 18,452
100 100.11 91.35 8.76 9.2% 1.15 1.2% 49% False False 15,551
120 101.55 91.35 10.20 10.7% 1.07 1.1% 42% False False 13,527
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.74
2.618 99.57
1.618 98.24
1.000 97.42
0.618 96.91
HIGH 96.09
0.618 95.58
0.500 95.43
0.382 95.27
LOW 94.76
0.618 93.94
1.000 93.43
1.618 92.61
2.618 91.28
4.250 89.11
Fisher Pivots for day following 04-Feb-2014
Pivot 1 day 3 day
R1 95.57 95.71
PP 95.50 95.68
S1 95.43 95.66

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

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