NYMEX Light Sweet Crude Oil Future October 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 90.12 91.04 0.92 1.0% 89.01
High 90.51 91.10 0.59 0.7% 90.51
Low 89.94 90.39 0.45 0.5% 88.69
Close 90.26 90.55 0.29 0.3% 90.26
Range 0.57 0.71 0.14 24.6% 1.82
ATR
Volume 1,931 1,618 -313 -16.2% 13,889
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 92.81 92.39 90.94
R3 92.10 91.68 90.75
R2 91.39 91.39 90.68
R1 90.97 90.97 90.62 90.83
PP 90.68 90.68 90.68 90.61
S1 90.26 90.26 90.48 90.12
S2 89.97 89.97 90.42
S3 89.26 89.55 90.35
S4 88.55 88.84 90.16
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 95.28 94.59 91.26
R3 93.46 92.77 90.76
R2 91.64 91.64 90.59
R1 90.95 90.95 90.43 91.30
PP 89.82 89.82 89.82 89.99
S1 89.13 89.13 90.09 89.48
S2 88.00 88.00 89.93
S3 86.18 87.31 89.76
S4 84.36 85.49 89.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.10 88.78 2.32 2.6% 0.58 0.6% 76% True False 2,468
10 91.10 88.69 2.41 2.7% 0.61 0.7% 77% True False 2,619
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 0.05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.12
2.618 92.96
1.618 92.25
1.000 91.81
0.618 91.54
HIGH 91.10
0.618 90.83
0.500 90.75
0.382 90.66
LOW 90.39
0.618 89.95
1.000 89.68
1.618 89.24
2.618 88.53
4.250 87.37
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 90.75 90.49
PP 90.68 90.43
S1 90.62 90.38

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

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