NYMEX Light Sweet Crude Oil Future June 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 94.95 94.96 0.01 0.0% 93.07
High 95.42 95.16 -0.26 -0.3% 95.53
Low 94.35 93.67 -0.68 -0.7% 92.68
Close 94.76 93.97 -0.79 -0.8% 94.76
Range 1.07 1.49 0.42 39.3% 2.85
ATR 1.22 1.24 0.02 1.6% 0.00
Volume 68,671 43,375 -25,296 -36.8% 192,430
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 98.74 97.84 94.79
R3 97.25 96.35 94.38
R2 95.76 95.76 94.24
R1 94.86 94.86 94.11 94.57
PP 94.27 94.27 94.27 94.12
S1 93.37 93.37 93.83 93.08
S2 92.78 92.78 93.70
S3 91.29 91.88 93.56
S4 89.80 90.39 93.15
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 102.87 101.67 96.33
R3 100.02 98.82 95.54
R2 97.17 97.17 95.28
R1 95.97 95.97 95.02 96.57
PP 94.32 94.32 94.32 94.63
S1 93.12 93.12 94.50 93.72
S2 91.47 91.47 94.24
S3 88.62 90.27 93.98
S4 85.77 87.42 93.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.53 92.68 2.85 3.0% 1.27 1.3% 45% False False 47,161
10 95.53 91.00 4.53 4.8% 1.25 1.3% 66% False False 47,580
20 98.60 90.97 7.63 8.1% 1.32 1.4% 39% False False 42,092
40 98.60 90.97 7.63 8.1% 1.17 1.2% 39% False False 38,270
60 98.60 90.97 7.63 8.1% 1.17 1.2% 39% False False 37,313
80 99.46 90.97 8.49 9.0% 1.22 1.3% 35% False False 35,619
100 99.49 90.97 8.52 9.1% 1.23 1.3% 35% False False 32,567
120 100.65 90.97 9.68 10.3% 1.24 1.3% 31% False False 30,311
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 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.49
2.618 99.06
1.618 97.57
1.000 96.65
0.618 96.08
HIGH 95.16
0.618 94.59
0.500 94.42
0.382 94.24
LOW 93.67
0.618 92.75
1.000 92.18
1.618 91.26
2.618 89.77
4.250 87.34
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 94.42 94.60
PP 94.27 94.39
S1 94.12 94.18

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

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