NYMEX Light Sweet Crude Oil Future August 2014

Trading Metrics calculated at close of trading on 13-Jan-2014

Day Change Summary
	Previous	Current
	10-Jan-2014	13-Jan-2014	Change	Change %	Previous Week
Open	90.41	90.85	0.44	0.5%	92.00
High	91.00	90.85	-0.15	-0.2%	92.40
Low	90.35	89.74	-0.61	-0.7%	89.73
Close	90.84	90.04	-0.80	-0.9%	90.84
Range	0.65	1.11	0.46	70.8%	2.67
ATR	0.93	0.94	0.01	1.4%	0.00
Volume	10,939	9,360	-1,579	-14.4%	35,416

Daily Pivots for day following 13-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	93.54	92.90	90.65
R3	92.43	91.79	90.35
R2	91.32	91.32	90.24
R1	90.68	90.68	90.14	90.45
PP	90.21	90.21	90.21	90.09
S1	89.57	89.57	89.94	89.34
S2	89.10	89.10	89.84
S3	87.99	88.46	89.73
S4	86.88	87.35	89.43

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	92.04	89.73	2.31	2.6%	0.99	1.1%	13%	False	False	8,079
10	96.38	89.73	6.65	7.4%	1.04	1.2%	5%	False	False	5,991
20	96.63	89.73	6.90	7.7%	0.83	0.9%	4%	False	False	5,012
40	96.63	89.73	6.90	7.7%	0.82	0.9%	4%	False	False	5,255

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.57
2.618	93.76
1.618	92.65
1.000	91.96
0.618	91.54
HIGH	90.85
0.618	90.43
0.500	90.30
0.382	90.16
LOW	89.74
0.618	89.05
1.000	88.63
1.618	87.94
2.618	86.83
4.250	85.02

Fisher Pivots for day following 13-Jan-2014
Pivot	1 day	3 day
R1	90.30	90.38
PP	90.21	90.27
S1	90.13	90.15

Download as Excel Spreadsheet

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

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