NYMEX Light Sweet Crude Oil Future August 2014

Trading Metrics calculated at close of trading on 29-Jan-2014

Day Change Summary
	Previous	Current
	28-Jan-2014	29-Jan-2014	Change	Change %	Previous Week
Open	92.57	93.37	0.80	0.9%	91.39
High	93.66	93.64	-0.02	0.0%	93.58
Low	92.56	92.93	0.37	0.4%	91.27
Close	93.58	93.51	-0.07	-0.1%	92.97
Range	1.10	0.71	-0.39	-35.5%	2.31
ATR	1.00	0.98	-0.02	-2.1%	0.00
Volume	5,447	3,922	-1,525	-28.0%	29,633

Daily Pivots for day following 29-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.49	95.21	93.90
R3	94.78	94.50	93.71
R2	94.07	94.07	93.64
R1	93.79	93.79	93.58	93.93
PP	93.36	93.36	93.36	93.43
S1	93.08	93.08	93.44	93.22
S2	92.65	92.65	93.38
S3	91.94	92.37	93.31
S4	91.23	91.66	93.12

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.54	98.56	94.24
R3	97.23	96.25	93.61
R2	94.92	94.92	93.39
R1	93.94	93.94	93.18	94.43
PP	92.61	92.61	92.61	92.85
S1	91.63	91.63	92.76	92.12
S2	90.30	90.30	92.55
S3	87.99	89.32	92.33
S4	85.68	87.01	91.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.66	92.08	1.58	1.7%	0.90	1.0%	91%	False	False	7,233
10	93.66	90.47	3.19	3.4%	0.96	1.0%	95%	False	False	7,184
20	95.67	89.73	5.94	6.4%	1.00	1.1%	64%	False	False	6,721
40	96.63	89.73	6.90	7.4%	0.81	0.9%	55%	False	False	5,854

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	96.66
2.618	95.50
1.618	94.79
1.000	94.35
0.618	94.08
HIGH	93.64
0.618	93.37
0.500	93.29
0.382	93.20
LOW	92.93
0.618	92.49
1.000	92.22
1.618	91.78
2.618	91.07
4.250	89.91

Fisher Pivots for day following 29-Jan-2014
Pivot	1 day	3 day
R1	93.44	93.30
PP	93.36	93.08
S1	93.29	92.87

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols