NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 06-Feb-2014
Day Change Summary
Previous Current
05-Feb-2014 06-Feb-2014 Change Change % Previous Week
Open 92.55 92.90 0.35 0.4% 92.27
High 92.88 93.87 0.99 1.1% 93.34
Low 92.13 92.83 0.70 0.8% 91.30
Close 92.77 93.57 0.80 0.9% 92.00
Range 0.75 1.04 0.29 38.7% 2.04
ATR 0.96 0.97 0.01 1.0% 0.00
Volume 10,794 10,334 -460 -4.3% 56,809
Daily Pivots for day following 06-Feb-2014
Classic Woodie Camarilla DeMark
R4 96.54 96.10 94.14
R3 95.50 95.06 93.86
R2 94.46 94.46 93.76
R1 94.02 94.02 93.67 94.24
PP 93.42 93.42 93.42 93.54
S1 92.98 92.98 93.47 93.20
S2 92.38 92.38 93.38
S3 91.34 91.94 93.28
S4 90.30 90.90 93.00
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 98.33 97.21 93.12
R3 96.29 95.17 92.56
R2 94.25 94.25 92.37
R1 93.13 93.13 92.19 92.67
PP 92.21 92.21 92.21 91.99
S1 91.09 91.09 91.81 90.63
S2 90.17 90.17 91.63
S3 88.13 89.05 91.44
S4 86.09 87.01 90.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.87 91.15 2.72 2.9% 0.94 1.0% 89% True False 10,708
10 93.87 91.15 2.72 2.9% 0.92 1.0% 89% True False 11,936
20 93.87 89.09 4.78 5.1% 0.94 1.0% 94% True False 11,571
40 95.62 89.09 6.53 7.0% 0.92 1.0% 69% False False 10,173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 98.29
2.618 96.59
1.618 95.55
1.000 94.91
0.618 94.51
HIGH 93.87
0.618 93.47
0.500 93.35
0.382 93.23
LOW 92.83
0.618 92.19
1.000 91.79
1.618 91.15
2.618 90.11
4.250 88.41
Fisher Pivots for day following 06-Feb-2014
Pivot 1 day 3 day
R1 93.50 93.27
PP 93.42 92.98
S1 93.35 92.68

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

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