NYMEX Light Sweet Crude Oil Future August 2014

Trading Metrics calculated at close of trading on 31-Jan-2014

Day Change Summary
	Previous	Current
	30-Jan-2014	31-Jan-2014	Change	Change %	Previous Week
Open	93.64	93.59	-0.05	-0.1%	93.18
High	94.30	93.75	-0.55	-0.6%	94.30
Low	93.63	92.85	-0.78	-0.8%	92.08
Close	93.95	92.90	-1.05	-1.1%	92.90
Range	0.67	0.90	0.23	34.3%	2.22
ATR	0.96	0.97	0.01	1.0%	0.00
Volume	6,760	4,791	-1,969	-29.1%	26,054

Daily Pivots for day following 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.87	95.28	93.40
R3	94.97	94.38	93.15
R2	94.07	94.07	93.07
R1	93.48	93.48	92.98	93.33
PP	93.17	93.17	93.17	93.09
S1	92.58	92.58	92.82	92.43
S2	92.27	92.27	92.74
S3	91.37	91.68	92.65
S4	90.47	90.78	92.41

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.75	98.55	94.12
R3	97.53	96.33	93.51
R2	95.31	95.31	93.31
R1	94.11	94.11	93.10	93.60
PP	93.09	93.09	93.09	92.84
S1	91.89	91.89	92.70	91.38
S2	90.87	90.87	92.49
S3	88.65	89.67	92.29
S4	86.43	87.45	91.68

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%	0.92	1.0%	37%	False	False	5,210
10	94.30	91.21	3.09	3.3%	0.93	1.0%	55%	False	False	6,070
20	94.30	89.73	4.57	4.9%	0.95	1.0%	69%	False	False	6,988
40	96.63	89.73	6.90	7.4%	0.81	0.9%	46%	False	False	6,037

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.58
2.618	96.11
1.618	95.21
1.000	94.65
0.618	94.31
HIGH	93.75
0.618	93.41
0.500	93.30
0.382	93.19
LOW	92.85
0.618	92.29
1.000	91.95
1.618	91.39
2.618	90.49
4.250	89.03

Fisher Pivots for day following 31-Jan-2014
Pivot	1 day	3 day
R1	93.30	93.58
PP	93.17	93.35
S1	93.03	93.13

Download as Excel Spreadsheet

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

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