NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 92.93 93.07 0.14 0.2% 92.30
High 93.73 94.36 0.63 0.7% 93.73
Low 92.80 92.68 -0.12 -0.1% 91.00
Close 93.45 93.80 0.35 0.4% 93.45
Range 0.93 1.68 0.75 80.6% 2.73
ATR 1.22 1.25 0.03 2.7% 0.00
Volume 36,530 33,675 -2,855 -7.8% 240,003
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 98.65 97.91 94.72
R3 96.97 96.23 94.26
R2 95.29 95.29 94.11
R1 94.55 94.55 93.95 94.92
PP 93.61 93.61 93.61 93.80
S1 92.87 92.87 93.65 93.24
S2 91.93 91.93 93.49
S3 90.25 91.19 93.34
S4 88.57 89.51 92.88
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 100.92 99.91 94.95
R3 98.19 97.18 94.20
R2 95.46 95.46 93.95
R1 94.45 94.45 93.70 94.96
PP 92.73 92.73 92.73 92.98
S1 91.72 91.72 93.20 92.23
S2 90.00 90.00 92.95
S3 87.27 88.99 92.70
S4 84.54 86.26 91.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.36 91.17 3.19 3.4% 1.31 1.4% 82% True False 43,841
10 94.36 90.97 3.39 3.6% 1.26 1.3% 83% True False 47,332
20 98.60 90.97 7.63 8.1% 1.22 1.3% 37% False False 37,451
40 98.60 90.97 7.63 8.1% 1.19 1.3% 37% False False 36,675
60 98.60 90.97 7.63 8.1% 1.16 1.2% 37% False False 36,360
80 99.46 90.97 8.49 9.1% 1.22 1.3% 33% False False 34,002
100 100.65 90.97 9.68 10.3% 1.26 1.3% 29% False False 31,682
120 100.65 90.97 9.68 10.3% 1.24 1.3% 29% False False 29,196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.50
2.618 98.76
1.618 97.08
1.000 96.04
0.618 95.40
HIGH 94.36
0.618 93.72
0.500 93.52
0.382 93.32
LOW 92.68
0.618 91.64
1.000 91.00
1.618 89.96
2.618 88.28
4.250 85.54
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 93.71 93.69
PP 93.61 93.58
S1 93.52 93.47

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

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