NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 90.62 90.41 -0.21 -0.2% 92.00
High 91.03 91.00 -0.03 0.0% 92.40
Low 89.73 90.35 0.62 0.7% 89.73
Close 90.02 90.84 0.82 0.9% 90.84
Range 1.30 0.65 -0.65 -50.0% 2.67
ATR 0.92 0.93 0.00 0.4% 0.00
Volume 9,950 10,939 989 9.9% 35,416
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 92.68 92.41 91.20
R3 92.03 91.76 91.02
R2 91.38 91.38 90.96
R1 91.11 91.11 90.90 91.25
PP 90.73 90.73 90.73 90.80
S1 90.46 90.46 90.78 90.60
S2 90.08 90.08 90.72
S3 89.43 89.81 90.66
S4 88.78 89.16 90.48
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.00 97.59 92.31
R3 96.33 94.92 91.57
R2 93.66 93.66 91.33
R1 92.25 92.25 91.08 91.62
PP 90.99 90.99 90.99 90.68
S1 89.58 89.58 90.60 88.95
S2 88.32 88.32 90.35
S3 85.65 86.91 90.11
S4 82.98 84.24 89.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.40 89.73 2.67 2.9% 0.93 1.0% 42% False False 7,083
10 96.63 89.73 6.90 7.6% 1.01 1.1% 16% False False 5,205
20 96.63 89.73 6.90 7.6% 0.80 0.9% 16% False False 4,924
40 96.63 89.73 6.90 7.6% 0.81 0.9% 16% False False 5,158
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.76
2.618 92.70
1.618 92.05
1.000 91.65
0.618 91.40
HIGH 91.00
0.618 90.75
0.500 90.68
0.382 90.60
LOW 90.35
0.618 89.95
1.000 89.70
1.618 89.30
2.618 88.65
4.250 87.59
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 90.79 90.79
PP 90.73 90.74
S1 90.68 90.70

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

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