NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 90.27 90.47 0.20 0.2% 92.00
High 90.64 91.86 1.22 1.3% 92.40
Low 90.20 90.47 0.27 0.3% 89.73
Close 90.44 91.60 1.16 1.3% 90.84
Range 0.44 1.39 0.95 215.9% 2.67
ATR 0.92 0.95 0.04 3.9% 0.00
Volume 7,105 11,488 4,383 61.7% 35,416
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 95.48 94.93 92.36
R3 94.09 93.54 91.98
R2 92.70 92.70 91.85
R1 92.15 92.15 91.73 92.43
PP 91.31 91.31 91.31 91.45
S1 90.76 90.76 91.47 91.04
S2 89.92 89.92 91.35
S3 88.53 89.37 91.22
S4 87.14 87.98 90.84
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 91.86 89.73 2.13 2.3% 0.98 1.1% 88% True False 9,768
10 95.46 89.73 5.73 6.3% 1.14 1.2% 33% False False 7,063
20 96.63 89.73 6.90 7.5% 0.84 0.9% 27% False False 5,485
40 96.63 89.73 6.90 7.5% 0.82 0.9% 27% False False 5,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 97.77
2.618 95.50
1.618 94.11
1.000 93.25
0.618 92.72
HIGH 91.86
0.618 91.33
0.500 91.17
0.382 91.00
LOW 90.47
0.618 89.61
1.000 89.08
1.618 88.22
2.618 86.83
4.250 84.56
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 91.46 91.33
PP 91.31 91.07
S1 91.17 90.80

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

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