NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 14-Jan-2014
Day Change Summary
Previous Current
13-Jan-2014 14-Jan-2014 Change Change % Previous Week
Open 90.85 90.27 -0.58 -0.6% 92.00
High 90.85 90.64 -0.21 -0.2% 92.40
Low 89.74 90.20 0.46 0.5% 89.73
Close 90.04 90.44 0.40 0.4% 90.84
Range 1.11 0.44 -0.67 -60.4% 2.67
ATR 0.94 0.92 -0.02 -2.6% 0.00
Volume 9,360 7,105 -2,255 -24.1% 35,416
Daily Pivots for day following 14-Jan-2014
Classic Woodie Camarilla DeMark
R4 91.75 91.53 90.68
R3 91.31 91.09 90.56
R2 90.87 90.87 90.52
R1 90.65 90.65 90.48 90.76
PP 90.43 90.43 90.43 90.48
S1 90.21 90.21 90.40 90.32
S2 89.99 89.99 90.36
S3 89.55 89.77 90.32
S4 89.11 89.33 90.20
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 91.66 89.73 1.93 2.1% 0.97 1.1% 37% False False 8,525
10 95.67 89.73 5.94 6.6% 1.04 1.2% 12% False False 6,259
20 96.63 89.73 6.90 7.6% 0.81 0.9% 10% False False 5,187
40 96.63 89.73 6.90 7.6% 0.80 0.9% 10% False False 5,289
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 92.51
2.618 91.79
1.618 91.35
1.000 91.08
0.618 90.91
HIGH 90.64
0.618 90.47
0.500 90.42
0.382 90.37
LOW 90.20
0.618 89.93
1.000 89.76
1.618 89.49
2.618 89.05
4.250 88.33
Fisher Pivots for day following 14-Jan-2014
Pivot 1 day 3 day
R1 90.43 90.42
PP 90.43 90.39
S1 90.42 90.37

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

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