NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 91.51 90.62 -0.89 -1.0% 96.29
High 91.66 91.03 -0.63 -0.7% 96.38
Low 90.33 89.73 -0.60 -0.7% 91.96
Close 90.40 90.02 -0.38 -0.4% 91.96
Range 1.33 1.30 -0.03 -2.3% 4.42
ATR 0.90 0.92 0.03 3.2% 0.00
Volume 5,271 9,950 4,679 88.8% 15,140
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 94.16 93.39 90.74
R3 92.86 92.09 90.38
R2 91.56 91.56 90.26
R1 90.79 90.79 90.14 90.53
PP 90.26 90.26 90.26 90.13
S1 89.49 89.49 89.90 89.23
S2 88.96 88.96 89.78
S3 87.66 88.19 89.66
S4 86.36 86.89 89.31
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 93.52 89.73 3.79 4.2% 1.11 1.2% 8% False True 5,793
10 96.63 89.73 6.90 7.7% 0.98 1.1% 4% False True 4,349
20 96.63 89.73 6.90 7.7% 0.80 0.9% 4% False True 4,825
40 96.63 89.73 6.90 7.7% 0.83 0.9% 4% False True 4,944
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.56
2.618 94.43
1.618 93.13
1.000 92.33
0.618 91.83
HIGH 91.03
0.618 90.53
0.500 90.38
0.382 90.23
LOW 89.73
0.618 88.93
1.000 88.43
1.618 87.63
2.618 86.33
4.250 84.21
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 90.38 90.89
PP 90.26 90.60
S1 90.14 90.31

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

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