NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 91.45 91.43 -0.02 0.0% 95.01
High 91.72 91.45 -0.27 -0.3% 95.58
Low 91.00 90.76 -0.24 -0.3% 91.19
Close 91.03 90.80 -0.23 -0.3% 91.32
Range 0.72 0.69 -0.03 -4.2% 4.39
ATR 0.88 0.86 -0.01 -1.5% 0.00
Volume 12,611 9,958 -2,653 -21.0% 29,446
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 93.07 92.63 91.18
R3 92.38 91.94 90.99
R2 91.69 91.69 90.93
R1 91.25 91.25 90.86 91.13
PP 91.00 91.00 91.00 90.94
S1 90.56 90.56 90.74 90.44
S2 90.31 90.31 90.67
S3 89.62 89.87 90.61
S4 88.93 89.18 90.42
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 105.87 102.98 93.73
R3 101.48 98.59 92.53
R2 97.09 97.09 92.12
R1 94.20 94.20 91.72 93.45
PP 92.70 92.70 92.70 92.32
S1 89.81 89.81 90.92 89.06
S2 88.31 88.31 90.52
S3 83.92 85.42 90.11
S4 79.53 81.03 88.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.18 90.76 4.42 4.9% 1.26 1.4% 1% False True 8,615
10 95.62 90.76 4.86 5.4% 0.93 1.0% 1% False True 6,891
20 95.62 90.76 4.86 5.4% 0.84 0.9% 1% False True 8,439
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 94.38
2.618 93.26
1.618 92.57
1.000 92.14
0.618 91.88
HIGH 91.45
0.618 91.19
0.500 91.11
0.382 91.02
LOW 90.76
0.618 90.33
1.000 90.07
1.618 89.64
2.618 88.95
4.250 87.83
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 91.11 91.80
PP 91.00 91.46
S1 90.90 91.13

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

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