NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 90.47 91.42 0.95 1.1% 92.00
High 91.86 91.54 -0.32 -0.3% 92.40
Low 90.47 91.06 0.59 0.7% 89.73
Close 91.60 91.28 -0.32 -0.3% 90.84
Range 1.39 0.48 -0.91 -65.5% 2.67
ATR 0.95 0.92 -0.03 -3.1% 0.00
Volume 11,488 11,194 -294 -2.6% 35,416
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 92.73 92.49 91.54
R3 92.25 92.01 91.41
R2 91.77 91.77 91.37
R1 91.53 91.53 91.32 91.41
PP 91.29 91.29 91.29 91.24
S1 91.05 91.05 91.24 90.93
S2 90.81 90.81 91.19
S3 90.33 90.57 91.15
S4 89.85 90.09 91.02
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 89.74 2.12 2.3% 0.81 0.9% 73% False False 10,017
10 93.52 89.73 3.79 4.2% 0.96 1.1% 41% False False 7,905
20 96.63 89.73 6.90 7.6% 0.83 0.9% 22% False False 5,905
40 96.63 89.73 6.90 7.6% 0.81 0.9% 22% False False 5,517
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.58
2.618 92.80
1.618 92.32
1.000 92.02
0.618 91.84
HIGH 91.54
0.618 91.36
0.500 91.30
0.382 91.24
LOW 91.06
0.618 90.76
1.000 90.58
1.618 90.28
2.618 89.80
4.250 89.02
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 91.30 91.20
PP 91.29 91.11
S1 91.29 91.03

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

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