NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 93.37 93.64 0.27 0.3% 91.39
High 93.64 94.30 0.66 0.7% 93.58
Low 92.93 93.63 0.70 0.8% 91.27
Close 93.51 93.95 0.44 0.5% 92.97
Range 0.71 0.67 -0.04 -5.6% 2.31
ATR 0.98 0.96 -0.01 -1.4% 0.00
Volume 3,922 6,760 2,838 72.4% 29,633
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 95.97 95.63 94.32
R3 95.30 94.96 94.13
R2 94.63 94.63 94.07
R1 94.29 94.29 94.01 94.46
PP 93.96 93.96 93.96 94.05
S1 93.62 93.62 93.89 93.79
S2 93.29 93.29 93.83
S3 92.62 92.95 93.77
S4 91.95 92.28 93.58
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 94.30 92.08 2.22 2.4% 0.91 1.0% 84% True False 6,663
10 94.30 91.06 3.24 3.4% 0.89 0.9% 89% True False 6,711
20 95.46 89.73 5.73 6.1% 1.01 1.1% 74% False False 6,887
40 96.63 89.73 6.90 7.3% 0.81 0.9% 61% False False 5,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.12
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.15
2.618 96.05
1.618 95.38
1.000 94.97
0.618 94.71
HIGH 94.30
0.618 94.04
0.500 93.97
0.382 93.89
LOW 93.63
0.618 93.22
1.000 92.96
1.618 92.55
2.618 91.88
4.250 90.78
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 93.97 93.78
PP 93.96 93.60
S1 93.96 93.43

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

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