NYMEX Light Sweet Crude Oil Future August 2014

Trading Metrics calculated at close of trading on 16-Jan-2014

Day Change Summary
	Previous	Current
	15-Jan-2014	16-Jan-2014	Change	Change %	Previous Week
Open	90.47	91.42	0.95	1.1%	92.00
High	91.86	91.54	-0.32	-0.3%	92.40
Low	90.47	91.06	0.59	0.7%	89.73
Close	91.60	91.28	-0.32	-0.3%	90.84
Range	1.39	0.48	-0.91	-65.5%	2.67
ATR	0.95	0.92	-0.03	-3.1%	0.00
Volume	11,488	11,194	-294	-2.6%	35,416

Daily Pivots for day following 16-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	92.73	92.49	91.54
R3	92.25	92.01	91.41
R2	91.77	91.77	91.37
R1	91.53	91.53	91.32	91.41
PP	91.29	91.29	91.29	91.24
S1	91.05	91.05	91.24	90.93
S2	90.81	90.81	91.19
S3	90.33	90.57	91.15
S4	89.85	90.09	91.02

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	89.74	2.12	2.3%	0.81	0.9%	73%	False	False	10,017
10	93.52	89.73	3.79	4.2%	0.96	1.1%	41%	False	False	7,905
20	96.63	89.73	6.90	7.6%	0.83	0.9%	22%	False	False	5,905
40	96.63	89.73	6.90	7.6%	0.81	0.9%	22%	False	False	5,517

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 2 trading days

Fibonacci Retracements and Extensions
4.250	93.58
2.618	92.80
1.618	92.32
1.000	92.02
0.618	91.84
HIGH	91.54
0.618	91.36
0.500	91.30
0.382	91.24
LOW	91.06
0.618	90.76
1.000	90.58
1.618	90.28
2.618	89.80
4.250	89.02

Fisher Pivots for day following 16-Jan-2014
Pivot	1 day	3 day
R1	91.30	91.20
PP	91.29	91.11
S1	91.29	91.03

Download as Excel Spreadsheet

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

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