NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 93.07 93.18 0.11 0.1% 91.39
High 93.33 93.31 -0.02 0.0% 93.58
Low 92.50 92.08 -0.42 -0.5% 91.27
Close 92.97 92.24 -0.73 -0.8% 92.97
Range 0.83 1.23 0.40 48.2% 2.31
ATR 0.94 0.96 0.02 2.2% 0.00
Volume 12,053 5,134 -6,919 -57.4% 29,633
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.23 95.47 92.92
R3 95.00 94.24 92.58
R2 93.77 93.77 92.47
R1 93.01 93.01 92.35 92.78
PP 92.54 92.54 92.54 92.43
S1 91.78 91.78 92.13 91.55
S2 91.31 91.31 92.01
S3 90.08 90.55 91.90
S4 88.85 89.32 91.56
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.54 98.56 94.24
R3 97.23 96.25 93.61
R2 94.92 94.92 93.39
R1 93.94 93.94 93.18 94.43
PP 92.61 92.61 92.61 92.85
S1 91.63 91.63 92.76 92.12
S2 90.30 90.30 92.55
S3 87.99 89.32 92.33
S4 85.68 87.01 91.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.58 91.27 2.31 2.5% 1.01 1.1% 42% False False 6,953
10 93.58 89.74 3.84 4.2% 0.93 1.0% 65% False False 7,893
20 96.63 89.73 6.90 7.5% 0.97 1.1% 36% False False 6,549
40 96.63 89.73 6.90 7.5% 0.82 0.9% 36% False False 5,797
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.54
2.618 96.53
1.618 95.30
1.000 94.54
0.618 94.07
HIGH 93.31
0.618 92.84
0.500 92.70
0.382 92.55
LOW 92.08
0.618 91.32
1.000 90.85
1.618 90.09
2.618 88.86
4.250 86.85
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 92.70 92.83
PP 92.54 92.63
S1 92.39 92.44

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

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