NYMEX Light Sweet Crude Oil Future August 2014

Trading Metrics calculated at close of trading on 15-Jan-2014

Day Change Summary
	Previous	Current
	14-Jan-2014	15-Jan-2014	Change	Change %	Previous Week
Open	90.27	90.47	0.20	0.2%	92.00
High	90.64	91.86	1.22	1.3%	92.40
Low	90.20	90.47	0.27	0.3%	89.73
Close	90.44	91.60	1.16	1.3%	90.84
Range	0.44	1.39	0.95	215.9%	2.67
ATR	0.92	0.95	0.04	3.9%	0.00
Volume	7,105	11,488	4,383	61.7%	35,416

Daily Pivots for day following 15-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.48	94.93	92.36
R3	94.09	93.54	91.98
R2	92.70	92.70	91.85
R1	92.15	92.15	91.73	92.43
PP	91.31	91.31	91.31	91.45
S1	90.76	90.76	91.47	91.04
S2	89.92	89.92	91.35
S3	88.53	89.37	91.22
S4	87.14	87.98	90.84

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	91.86	89.73	2.13	2.3%	0.98	1.1%	88%	True	False	9,768
10	95.46	89.73	5.73	6.3%	1.14	1.2%	33%	False	False	7,063
20	96.63	89.73	6.90	7.5%	0.84	0.9%	27%	False	False	5,485
40	96.63	89.73	6.90	7.5%	0.82	0.9%	27%	False	False	5,289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	97.77
2.618	95.50
1.618	94.11
1.000	93.25
0.618	92.72
HIGH	91.86
0.618	91.33
0.500	91.17
0.382	91.00
LOW	90.47
0.618	89.61
1.000	89.08
1.618	88.22
2.618	86.83
4.250	84.56

Fisher Pivots for day following 15-Jan-2014
Pivot	1 day	3 day
R1	91.46	91.33
PP	91.31	91.07
S1	91.17	90.80

Download as Excel Spreadsheet

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

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