NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 95.47 94.18 -1.29 -1.4% 100.15
High 95.74 94.59 -1.15 -1.2% 100.42
Low 93.86 93.20 -0.66 -0.7% 93.86
Close 93.96 93.43 -0.53 -0.6% 93.96
Range 1.88 1.39 -0.49 -26.1% 6.56
ATR 1.45 1.44 0.00 -0.3% 0.00
Volume 215,522 189,379 -26,143 -12.1% 699,033
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 97.91 97.06 94.19
R3 96.52 95.67 93.81
R2 95.13 95.13 93.68
R1 94.28 94.28 93.56 94.01
PP 93.74 93.74 93.74 93.61
S1 92.89 92.89 93.30 92.62
S2 92.35 92.35 93.18
S3 90.96 91.50 93.05
S4 89.57 90.11 92.67
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 115.76 111.42 97.57
R3 109.20 104.86 95.76
R2 102.64 102.64 95.16
R1 98.30 98.30 94.56 97.19
PP 96.08 96.08 96.08 95.53
S1 91.74 91.74 93.36 90.63
S2 89.52 89.52 92.76
S3 82.96 85.18 92.16
S4 76.40 78.62 90.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.42 93.20 7.22 7.7% 1.89 2.0% 3% False True 177,682
10 100.75 93.20 7.55 8.1% 1.38 1.5% 3% False True 139,170
20 100.75 93.20 7.55 8.1% 1.30 1.4% 3% False True 133,020
40 100.75 92.10 8.65 9.3% 1.40 1.5% 15% False False 93,752
60 102.49 92.10 10.39 11.1% 1.44 1.5% 13% False False 75,230
80 103.73 92.10 11.63 12.4% 1.45 1.6% 11% False False 61,352
100 106.22 92.10 14.12 15.1% 1.46 1.6% 9% False False 51,276
120 106.22 92.10 14.12 15.1% 1.43 1.5% 9% False False 44,192
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.50
2.618 98.23
1.618 96.84
1.000 95.98
0.618 95.45
HIGH 94.59
0.618 94.06
0.500 93.90
0.382 93.73
LOW 93.20
0.618 92.34
1.000 91.81
1.618 90.95
2.618 89.56
4.250 87.29
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 93.90 96.09
PP 93.74 95.20
S1 93.59 94.32

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

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