NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 94.66 94.56 -0.10 -0.1% 91.10
High 94.70 94.80 0.10 0.1% 94.45
Low 94.05 94.53 0.48 0.5% 90.54
Close 94.40 94.67 0.27 0.3% 94.45
Range 0.65 0.27 -0.38 -58.5% 3.91
ATR 0.82 0.79 -0.03 -3.6% 0.00
Volume 3,407 2,598 -809 -23.7% 15,671
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 95.48 95.34 94.82
R3 95.21 95.07 94.74
R2 94.94 94.94 94.72
R1 94.80 94.80 94.69 94.87
PP 94.67 94.67 94.67 94.70
S1 94.53 94.53 94.65 94.60
S2 94.40 94.40 94.62
S3 94.13 94.26 94.60
S4 93.86 93.99 94.52
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 104.88 103.57 96.60
R3 100.97 99.66 95.53
R2 97.06 97.06 95.17
R1 95.75 95.75 94.81 96.41
PP 93.15 93.15 93.15 93.47
S1 91.84 91.84 94.09 92.50
S2 89.24 89.24 93.73
S3 85.33 87.93 93.37
S4 81.42 84.02 92.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.80 91.38 3.42 3.6% 0.68 0.7% 96% True False 2,970
10 94.80 90.54 4.26 4.5% 0.67 0.7% 97% True False 2,930
20 94.80 88.78 6.02 6.4% 0.64 0.7% 98% True False 2,861
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.12
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 95.95
2.618 95.51
1.618 95.24
1.000 95.07
0.618 94.97
HIGH 94.80
0.618 94.70
0.500 94.67
0.382 94.63
LOW 94.53
0.618 94.36
1.000 94.26
1.618 94.09
2.618 93.82
4.250 93.38
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 94.67 94.44
PP 94.67 94.21
S1 94.67 93.98

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

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