NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 92.90 91.91 -0.99 -1.1% 92.27
High 92.90 92.12 -0.78 -0.8% 93.34
Low 91.92 91.15 -0.77 -0.8% 91.30
Close 92.00 91.45 -0.55 -0.6% 92.00
Range 0.98 0.97 -0.01 -1.0% 2.04
ATR 0.98 0.98 0.00 0.0% 0.00
Volume 9,597 10,308 711 7.4% 56,809
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 94.48 93.94 91.98
R3 93.51 92.97 91.72
R2 92.54 92.54 91.63
R1 92.00 92.00 91.54 91.79
PP 91.57 91.57 91.57 91.47
S1 91.03 91.03 91.36 90.82
S2 90.60 90.60 91.27
S3 89.63 90.06 91.18
S4 88.66 89.09 90.92
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 98.33 97.21 93.12
R3 96.29 95.17 92.56
R2 94.25 94.25 92.37
R1 93.13 93.13 92.19 92.67
PP 92.21 92.21 92.21 91.99
S1 91.09 91.09 91.81 90.63
S2 90.17 90.17 91.63
S3 88.13 89.05 91.44
S4 86.09 87.01 90.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.34 91.15 2.19 2.4% 0.94 1.0% 14% False True 11,124
10 93.34 90.40 2.94 3.2% 0.96 1.0% 36% False False 11,305
20 93.34 89.09 4.25 4.6% 0.95 1.0% 56% False False 11,750
40 95.62 89.09 6.53 7.1% 0.88 1.0% 36% False False 10,201
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.24
2.618 94.66
1.618 93.69
1.000 93.09
0.618 92.72
HIGH 92.12
0.618 91.75
0.500 91.64
0.382 91.52
LOW 91.15
0.618 90.55
1.000 90.18
1.618 89.58
2.618 88.61
4.250 87.03
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 91.64 92.25
PP 91.57 91.98
S1 91.51 91.72

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

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