NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 90.35 90.92 0.57 0.6% 90.16
High 90.85 91.25 0.40 0.4% 91.25
Low 90.21 90.71 0.50 0.6% 89.09
Close 90.44 91.01 0.57 0.6% 91.01
Range 0.64 0.54 -0.10 -15.6% 2.16
ATR 0.95 0.94 -0.01 -1.0% 0.00
Volume 11,743 6,637 -5,106 -43.5% 58,914
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 92.61 92.35 91.31
R3 92.07 91.81 91.16
R2 91.53 91.53 91.11
R1 91.27 91.27 91.06 91.40
PP 90.99 90.99 90.99 91.06
S1 90.73 90.73 90.96 90.86
S2 90.45 90.45 90.91
S3 89.91 90.19 90.86
S4 89.37 89.65 90.71
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.93 96.13 92.20
R3 94.77 93.97 91.60
R2 92.61 92.61 91.41
R1 91.81 91.81 91.21 92.21
PP 90.45 90.45 90.45 90.65
S1 89.65 89.65 90.81 90.05
S2 88.29 88.29 90.61
S3 86.13 87.49 90.42
S4 83.97 85.33 89.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.25 89.09 2.16 2.4% 0.90 1.0% 89% True False 11,782
10 91.72 89.09 2.63 2.9% 0.95 1.0% 73% False False 12,195
20 95.62 89.09 6.53 7.2% 0.93 1.0% 29% False False 9,457
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.10
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 93.55
2.618 92.66
1.618 92.12
1.000 91.79
0.618 91.58
HIGH 91.25
0.618 91.04
0.500 90.98
0.382 90.92
LOW 90.71
0.618 90.38
1.000 90.17
1.618 89.84
2.618 89.30
4.250 88.42
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 91.00 90.81
PP 90.99 90.61
S1 90.98 90.42

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

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