NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary
Previous Current
30-Jan-2014 31-Jan-2014 Change Change % Previous Week
Open 93.64 93.59 -0.05 -0.1% 93.18
High 94.30 93.75 -0.55 -0.6% 94.30
Low 93.63 92.85 -0.78 -0.8% 92.08
Close 93.95 92.90 -1.05 -1.1% 92.90
Range 0.67 0.90 0.23 34.3% 2.22
ATR 0.96 0.97 0.01 1.0% 0.00
Volume 6,760 4,791 -1,969 -29.1% 26,054
Daily Pivots for day following 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 95.87 95.28 93.40
R3 94.97 94.38 93.15
R2 94.07 94.07 93.07
R1 93.48 93.48 92.98 93.33
PP 93.17 93.17 93.17 93.09
S1 92.58 92.58 92.82 92.43
S2 92.27 92.27 92.74
S3 91.37 91.68 92.65
S4 90.47 90.78 92.41
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.75 98.55 94.12
R3 97.53 96.33 93.51
R2 95.31 95.31 93.31
R1 94.11 94.11 93.10 93.60
PP 93.09 93.09 93.09 92.84
S1 91.89 91.89 92.70 91.38
S2 90.87 90.87 92.49
S3 88.65 89.67 92.29
S4 86.43 87.45 91.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.30 92.08 2.22 2.4% 0.92 1.0% 37% False False 5,210
10 94.30 91.21 3.09 3.3% 0.93 1.0% 55% False False 6,070
20 94.30 89.73 4.57 4.9% 0.95 1.0% 69% False False 6,988
40 96.63 89.73 6.90 7.4% 0.81 0.9% 46% False False 6,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.58
2.618 96.11
1.618 95.21
1.000 94.65
0.618 94.31
HIGH 93.75
0.618 93.41
0.500 93.30
0.382 93.19
LOW 92.85
0.618 92.29
1.000 91.95
1.618 91.39
2.618 90.49
4.250 89.03
Fisher Pivots for day following 31-Jan-2014
Pivot 1 day 3 day
R1 93.30 93.58
PP 93.17 93.35
S1 93.03 93.13

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

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