NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 96.55 96.75 0.20 0.2% 95.65
High 96.63 96.75 0.12 0.1% 97.59
Low 96.10 93.93 -2.17 -2.3% 95.63
Close 96.45 93.95 -2.50 -2.6% 97.18
Range 0.53 2.82 2.29 432.1% 1.96
ATR 0.81 0.95 0.14 17.9% 0.00
Volume 6,132 4,459 -1,673 -27.3% 23,277
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 103.34 101.46 95.50
R3 100.52 98.64 94.73
R2 97.70 97.70 94.47
R1 95.82 95.82 94.21 95.35
PP 94.88 94.88 94.88 94.64
S1 93.00 93.00 93.69 92.53
S2 92.06 92.06 93.43
S3 89.24 90.18 93.17
S4 86.42 87.36 92.40
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 102.68 101.89 98.26
R3 100.72 99.93 97.72
R2 98.76 98.76 97.54
R1 97.97 97.97 97.36 98.37
PP 96.80 96.80 96.80 97.00
S1 96.01 96.01 97.00 96.41
S2 94.84 94.84 96.82
S3 92.88 94.05 96.64
S4 90.92 92.09 96.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.59 93.93 3.66 3.9% 1.07 1.1% 1% False True 5,660
10 97.59 93.93 3.66 3.9% 0.84 0.9% 1% False True 6,804
20 97.59 93.93 3.66 3.9% 0.79 0.8% 1% False True 7,833
40 97.59 91.97 5.62 6.0% 0.88 0.9% 35% False False 6,893
60 98.67 91.97 6.70 7.1% 0.88 0.9% 30% False False 5,839
80 98.67 91.97 6.70 7.1% 0.85 0.9% 30% False False 4,764
100 99.49 91.97 7.52 8.0% 0.82 0.9% 26% False False 4,249
120 99.49 91.97 7.52 8.0% 0.78 0.8% 26% False False 3,952
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 212 trading days
Fibonacci Retracements and Extensions
4.250 108.74
2.618 104.13
1.618 101.31
1.000 99.57
0.618 98.49
HIGH 96.75
0.618 95.67
0.500 95.34
0.382 95.01
LOW 93.93
0.618 92.19
1.000 91.11
1.618 89.37
2.618 86.55
4.250 81.95
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 95.34 95.64
PP 94.88 95.07
S1 94.41 94.51

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

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