NYMEX Light Sweet Crude Oil Future August 2014

Trading Metrics calculated at close of trading on 03-Jan-2014

Day Change Summary
	Previous	Current
	02-Jan-2014	03-Jan-2014	Change	Change %	Previous Week
Open	95.46	93.26	-2.20	-2.3%	96.29
High	95.46	93.52	-1.94	-2.0%	96.38
Low	93.23	91.96	-1.27	-1.4%	91.96
Close	93.23	91.96	-1.27	-1.4%	91.96
Range	2.23	1.56	-0.67	-30.0%	4.42
ATR	0.84	0.89	0.05	6.1%	0.00
Volume	2,779	4,488	1,709	61.5%	15,140

Daily Pivots for day following 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.16	96.12	92.82
R3	95.60	94.56	92.39
R2	94.04	94.04	92.25
R1	93.00	93.00	92.10	92.74
PP	92.48	92.48	92.48	92.35
S1	91.44	91.44	91.82	91.18
S2	90.92	90.92	91.67
S3	89.36	89.88	91.53
S4	87.80	88.32	91.10

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.69	103.75	94.39
R3	102.27	99.33	93.18
R2	97.85	97.85	92.77
R1	94.91	94.91	92.37	94.17
PP	93.43	93.43	93.43	93.07
S1	90.49	90.49	91.55	89.75
S2	89.01	89.01	91.15
S3	84.59	86.07	90.74
S4	80.17	81.65	89.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.63	91.96	4.67	5.1%	1.09	1.2%	0%	False	True	3,327
10	96.63	91.96	4.67	5.1%	0.79	0.9%	0%	False	True	3,946
20	96.63	91.96	4.67	5.1%	0.70	0.8%	0%	False	True	4,878

Crabel Price Patterns
NR	True
NR4	False
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	0.11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.15
2.618	97.60
1.618	96.04
1.000	95.08
0.618	94.48
HIGH	93.52
0.618	92.92
0.500	92.74
0.382	92.56
LOW	91.96
0.618	91.00
1.000	90.40
1.618	89.44
2.618	87.88
4.250	85.33

Fisher Pivots for day following 03-Jan-2014
Pivot	1 day	3 day
R1	92.74	93.82
PP	92.48	93.20
S1	92.22	92.58

Download as Excel Spreadsheet

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

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