NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 91.49 92.55 1.06 1.2% 92.27
High 92.44 92.88 0.44 0.5% 93.34
Low 91.49 92.13 0.64 0.7% 91.30
Close 92.13 92.77 0.64 0.7% 92.00
Range 0.95 0.75 -0.20 -21.1% 2.04
ATR 0.98 0.96 -0.02 -1.7% 0.00
Volume 12,507 10,794 -1,713 -13.7% 56,809
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 94.84 94.56 93.18
R3 94.09 93.81 92.98
R2 93.34 93.34 92.91
R1 93.06 93.06 92.84 93.20
PP 92.59 92.59 92.59 92.67
S1 92.31 92.31 92.70 92.45
S2 91.84 91.84 92.63
S3 91.09 91.56 92.56
S4 90.34 90.81 92.36
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% 0.86 0.9% 74% False False 11,142
10 93.34 91.15 2.19 2.4% 0.89 1.0% 74% False False 12,064
20 93.34 89.09 4.25 4.6% 0.97 1.0% 87% False False 11,787
40 95.62 89.09 6.53 7.0% 0.90 1.0% 56% False False 10,113
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 0.16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.07
2.618 94.84
1.618 94.09
1.000 93.63
0.618 93.34
HIGH 92.88
0.618 92.59
0.500 92.51
0.382 92.42
LOW 92.13
0.618 91.67
1.000 91.38
1.618 90.92
2.618 90.17
4.250 88.94
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 92.68 92.52
PP 92.59 92.27
S1 92.51 92.02

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

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