NYMEX Light Sweet Crude Oil Future August 2014

Trading Metrics calculated at close of trading on 21-Jan-2014

Day Change Summary
	Previous	Current
	17-Jan-2014	21-Jan-2014	Change	Change %	Previous Week
Open	91.21	91.39	0.18	0.2%	90.85
High	92.09	92.67	0.58	0.6%	92.09
Low	91.21	91.27	0.06	0.1%	89.74
Close	91.85	92.16	0.31	0.3%	91.85
Range	0.88	1.40	0.52	59.1%	2.35
ATR	0.92	0.95	0.03	3.7%	0.00
Volume	5,022	3,694	-1,328	-26.4%	44,169

Daily Pivots for day following 21-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	96.23	95.60	92.93
R3	94.83	94.20	92.55
R2	93.43	93.43	92.42
R1	92.80	92.80	92.29	93.12
PP	92.03	92.03	92.03	92.19
S1	91.40	91.40	92.03	91.72
S2	90.63	90.63	91.90
S3	89.23	90.00	91.78
S4	87.83	88.60	91.39

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.28	97.41	93.14
R3	95.93	95.06	92.50
R2	93.58	93.58	92.28
R1	92.71	92.71	92.07	93.15
PP	91.23	91.23	91.23	91.44
S1	90.36	90.36	91.63	90.80
S2	88.88	88.88	91.42
S3	86.53	88.01	91.20
S4	84.18	85.66	90.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.67	90.20	2.47	2.7%	0.92	1.0%	79%	True	False	7,700
10	92.67	89.73	2.94	3.2%	0.96	1.0%	83%	True	False	7,889
20	96.63	89.73	6.90	7.5%	0.87	0.9%	35%	False	False	5,827
40	96.63	89.73	6.90	7.5%	0.83	0.9%	35%	False	False	5,504

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	0.10
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	98.62
2.618	96.34
1.618	94.94
1.000	94.07
0.618	93.54
HIGH	92.67
0.618	92.14
0.500	91.97
0.382	91.80
LOW	91.27
0.618	90.40
1.000	89.87
1.618	89.00
2.618	87.60
4.250	85.32

Fisher Pivots for day following 21-Jan-2014
Pivot	1 day	3 day
R1	92.10	92.06
PP	92.03	91.96
S1	91.97	91.87

Download as Excel Spreadsheet

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

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