NYMEX Light Sweet Crude Oil Future September 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 90.92 90.76 -0.16 -0.2% 90.16
High 91.25 91.82 0.57 0.6% 91.25
Low 90.71 90.40 -0.31 -0.3% 89.09
Close 91.01 91.30 0.29 0.3% 91.01
Range 0.54 1.42 0.88 163.0% 2.16
ATR 0.94 0.97 0.03 3.7% 0.00
Volume 6,637 7,436 799 12.0% 58,914
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 95.43 94.79 92.08
R3 94.01 93.37 91.69
R2 92.59 92.59 91.56
R1 91.95 91.95 91.43 92.27
PP 91.17 91.17 91.17 91.34
S1 90.53 90.53 91.17 90.85
S2 89.75 89.75 91.04
S3 88.33 89.11 90.91
S4 86.91 87.69 90.52
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 91.82 89.32 2.50 2.7% 0.97 1.1% 79% True False 10,350
10 91.82 89.09 2.73 3.0% 1.02 1.1% 81% True False 11,678
20 95.62 89.09 6.53 7.2% 0.96 1.1% 34% False False 9,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.86
2.618 95.54
1.618 94.12
1.000 93.24
0.618 92.70
HIGH 91.82
0.618 91.28
0.500 91.11
0.382 90.94
LOW 90.40
0.618 89.52
1.000 88.98
1.618 88.10
2.618 86.68
4.250 84.37
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 91.24 91.21
PP 91.17 91.11
S1 91.11 91.02

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

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