NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 91.21 91.39 0.18 0.2% 90.85
High 92.09 92.67 0.58 0.6% 92.09
Low 91.21 91.27 0.06 0.1% 89.74
Close 91.85 92.16 0.31 0.3% 91.85
Range 0.88 1.40 0.52 59.1% 2.35
ATR 0.92 0.95 0.03 3.7% 0.00
Volume 5,022 3,694 -1,328 -26.4% 44,169
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.23 95.60 92.93
R3 94.83 94.20 92.55
R2 93.43 93.43 92.42
R1 92.80 92.80 92.29 93.12
PP 92.03 92.03 92.03 92.19
S1 91.40 91.40 92.03 91.72
S2 90.63 90.63 91.90
S3 89.23 90.00 91.78
S4 87.83 88.60 91.39
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 98.28 97.41 93.14
R3 95.93 95.06 92.50
R2 93.58 93.58 92.28
R1 92.71 92.71 92.07 93.15
PP 91.23 91.23 91.23 91.44
S1 90.36 90.36 91.63 90.80
S2 88.88 88.88 91.42
S3 86.53 88.01 91.20
S4 84.18 85.66 90.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.67 90.20 2.47 2.7% 0.92 1.0% 79% True False 7,700
10 92.67 89.73 2.94 3.2% 0.96 1.0% 83% True False 7,889
20 96.63 89.73 6.90 7.5% 0.87 0.9% 35% False False 5,827
40 96.63 89.73 6.90 7.5% 0.83 0.9% 35% False False 5,504
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 0.10
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 98.62
2.618 96.34
1.618 94.94
1.000 94.07
0.618 93.54
HIGH 92.67
0.618 92.14
0.500 91.97
0.382 91.80
LOW 91.27
0.618 90.40
1.000 89.87
1.618 89.00
2.618 87.60
4.250 85.32
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 92.10 92.06
PP 92.03 91.96
S1 91.97 91.87

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

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