NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 90.41 90.85 0.44 0.5% 92.00
High 91.00 90.85 -0.15 -0.2% 92.40
Low 90.35 89.74 -0.61 -0.7% 89.73
Close 90.84 90.04 -0.80 -0.9% 90.84
Range 0.65 1.11 0.46 70.8% 2.67
ATR 0.93 0.94 0.01 1.4% 0.00
Volume 10,939 9,360 -1,579 -14.4% 35,416
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 93.54 92.90 90.65
R3 92.43 91.79 90.35
R2 91.32 91.32 90.24
R1 90.68 90.68 90.14 90.45
PP 90.21 90.21 90.21 90.09
S1 89.57 89.57 89.94 89.34
S2 89.10 89.10 89.84
S3 87.99 88.46 89.73
S4 86.88 87.35 89.43
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.00 97.59 92.31
R3 96.33 94.92 91.57
R2 93.66 93.66 91.33
R1 92.25 92.25 91.08 91.62
PP 90.99 90.99 90.99 90.68
S1 89.58 89.58 90.60 88.95
S2 88.32 88.32 90.35
S3 85.65 86.91 90.11
S4 82.98 84.24 89.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.04 89.73 2.31 2.6% 0.99 1.1% 13% False False 8,079
10 96.38 89.73 6.65 7.4% 1.04 1.2% 5% False False 5,991
20 96.63 89.73 6.90 7.7% 0.83 0.9% 4% False False 5,012
40 96.63 89.73 6.90 7.7% 0.82 0.9% 4% False False 5,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.57
2.618 93.76
1.618 92.65
1.000 91.96
0.618 91.54
HIGH 90.85
0.618 90.43
0.500 90.30
0.382 90.16
LOW 89.74
0.618 89.05
1.000 88.63
1.618 87.94
2.618 86.83
4.250 85.02
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 90.30 90.38
PP 90.21 90.27
S1 90.13 90.15

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

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