NYMEX Light Sweet Crude Oil Future July 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 94.00 94.04 0.04 0.0% 92.49
High 94.38 94.26 -0.12 -0.1% 94.56
Low 93.46 92.93 -0.53 -0.6% 92.12
Close 93.88 93.12 -0.76 -0.8% 93.88
Range 0.92 1.33 0.41 44.6% 2.44
ATR 1.06 1.08 0.02 1.8% 0.00
Volume 20,698 10,081 -10,617 -51.3% 52,716
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 97.43 96.60 93.85
R3 96.10 95.27 93.49
R2 94.77 94.77 93.36
R1 93.94 93.94 93.24 93.69
PP 93.44 93.44 93.44 93.31
S1 92.61 92.61 93.00 92.36
S2 92.11 92.11 92.88
S3 90.78 91.28 92.75
S4 89.45 89.95 92.39
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 100.84 99.80 95.22
R3 98.40 97.36 94.55
R2 95.96 95.96 94.33
R1 94.92 94.92 94.10 95.44
PP 93.52 93.52 93.52 93.78
S1 92.48 92.48 93.66 93.00
S2 91.08 91.08 93.43
S3 88.64 90.04 93.21
S4 86.20 87.60 92.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.56 92.12 2.44 2.6% 1.11 1.2% 41% False False 12,559
10 94.56 90.49 4.07 4.4% 1.08 1.2% 65% False False 13,804
20 97.59 90.40 7.19 7.7% 1.13 1.2% 38% False False 12,227
40 97.59 90.40 7.19 7.7% 0.95 1.0% 38% False False 9,921
60 97.59 90.40 7.19 7.7% 0.93 1.0% 38% False False 8,656
80 98.67 90.40 8.27 8.9% 0.93 1.0% 33% False False 7,230
100 98.67 90.40 8.27 8.9% 0.88 0.9% 33% False False 6,120
120 99.49 90.40 9.09 9.8% 0.85 0.9% 30% False False 5,434
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 99.91
2.618 97.74
1.618 96.41
1.000 95.59
0.618 95.08
HIGH 94.26
0.618 93.75
0.500 93.60
0.382 93.44
LOW 92.93
0.618 92.11
1.000 91.60
1.618 90.78
2.618 89.45
4.250 87.28
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 93.60 93.75
PP 93.44 93.54
S1 93.28 93.33

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

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