NYMEX Light Sweet Crude Oil Future July 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 93.17 94.17 1.00 1.1% 94.04
High 94.09 94.67 0.58 0.6% 95.31
Low 93.01 93.76 0.75 0.8% 92.93
Close 93.85 94.40 0.55 0.6% 93.87
Range 1.08 0.91 -0.17 -15.7% 2.38
ATR 1.09 1.08 -0.01 -1.2% 0.00
Volume 17,017 10,511 -6,506 -38.2% 52,194
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 97.01 96.61 94.90
R3 96.10 95.70 94.65
R2 95.19 95.19 94.57
R1 94.79 94.79 94.48 94.99
PP 94.28 94.28 94.28 94.38
S1 93.88 93.88 94.32 94.08
S2 93.37 93.37 94.23
S3 92.46 92.97 94.15
S4 91.55 92.06 93.90
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 101.18 99.90 95.18
R3 98.80 97.52 94.52
R2 96.42 96.42 94.31
R1 95.14 95.14 94.09 94.59
PP 94.04 94.04 94.04 93.76
S1 92.76 92.76 93.65 92.21
S2 91.66 91.66 93.43
S3 89.28 90.38 93.22
S4 86.90 88.00 92.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.31 92.85 2.46 2.6% 1.00 1.1% 63% False False 13,180
10 95.31 92.85 2.46 2.6% 1.03 1.1% 63% False False 13,496
20 95.31 90.40 4.91 5.2% 1.09 1.1% 81% False False 13,728
40 97.59 90.40 7.19 7.6% 0.98 1.0% 56% False False 10,816
60 97.59 90.40 7.19 7.6% 0.95 1.0% 56% False False 9,480
80 98.67 90.40 8.27 8.8% 0.94 1.0% 48% False False 8,133
100 98.67 90.40 8.27 8.8% 0.91 1.0% 48% False False 6,834
120 99.49 90.40 9.09 9.6% 0.88 0.9% 44% False False 6,033
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 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.54
2.618 97.05
1.618 96.14
1.000 95.58
0.618 95.23
HIGH 94.67
0.618 94.32
0.500 94.22
0.382 94.11
LOW 93.76
0.618 93.20
1.000 92.85
1.618 92.29
2.618 91.38
4.250 89.89
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 94.34 94.19
PP 94.28 93.97
S1 94.22 93.76

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

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