NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 91.32 91.28 -0.04 0.0% 91.04
High 91.56 91.57 0.01 0.0% 91.85
Low 91.17 90.68 -0.49 -0.5% 90.39
Close 91.34 90.68 -0.66 -0.7% 91.34
Range 0.39 0.89 0.50 128.2% 1.46
ATR 0.71 0.72 0.01 1.8% 0.00
Volume 4,778 3,158 -1,620 -33.9% 12,125
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 93.65 93.05 91.17
R3 92.76 92.16 90.92
R2 91.87 91.87 90.84
R1 91.27 91.27 90.76 91.13
PP 90.98 90.98 90.98 90.90
S1 90.38 90.38 90.60 90.24
S2 90.09 90.09 90.52
S3 89.20 89.49 90.44
S4 88.31 88.60 90.19
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 95.57 94.92 92.14
R3 94.11 93.46 91.74
R2 92.65 92.65 91.61
R1 92.00 92.00 91.47 92.33
PP 91.19 91.19 91.19 91.36
S1 90.54 90.54 91.21 90.87
S2 89.73 89.73 91.07
S3 88.27 89.08 90.94
S4 86.81 87.62 90.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.85 90.39 1.46 1.6% 0.66 0.7% 20% False False 3,056
10 91.85 88.69 3.16 3.5% 0.58 0.6% 63% False False 2,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 95.35
2.618 93.90
1.618 93.01
1.000 92.46
0.618 92.12
HIGH 91.57
0.618 91.23
0.500 91.13
0.382 91.02
LOW 90.68
0.618 90.13
1.000 89.79
1.618 89.24
2.618 88.35
4.250 86.90
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 91.13 91.27
PP 90.98 91.07
S1 90.83 90.88

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

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