NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 93.18 92.57 -0.61 -0.7% 91.39
High 93.31 93.66 0.35 0.4% 93.58
Low 92.08 92.56 0.48 0.5% 91.27
Close 92.24 93.58 1.34 1.5% 92.97
Range 1.23 1.10 -0.13 -10.6% 2.31
ATR 0.96 1.00 0.03 3.4% 0.00
Volume 5,134 5,447 313 6.1% 29,633
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.57 96.17 94.19
R3 95.47 95.07 93.88
R2 94.37 94.37 93.78
R1 93.97 93.97 93.68 94.17
PP 93.27 93.27 93.27 93.37
S1 92.87 92.87 93.48 93.07
S2 92.17 92.17 93.38
S3 91.07 91.77 93.28
S4 89.97 90.67 92.98
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 93.66 92.08 1.58 1.7% 0.95 1.0% 95% True False 7,304
10 93.66 90.20 3.46 3.7% 0.93 1.0% 98% True False 7,502
20 96.38 89.73 6.65 7.1% 0.99 1.1% 58% False False 6,746
40 96.63 89.73 6.90 7.4% 0.82 0.9% 56% False False 5,836
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.34
2.618 96.54
1.618 95.44
1.000 94.76
0.618 94.34
HIGH 93.66
0.618 93.24
0.500 93.11
0.382 92.98
LOW 92.56
0.618 91.88
1.000 91.46
1.618 90.78
2.618 89.68
4.250 87.89
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 93.42 93.34
PP 93.27 93.11
S1 93.11 92.87

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

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