NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 92.30 92.83 0.53 0.6% 94.18
High 93.38 92.88 -0.50 -0.5% 94.59
Low 91.99 91.43 -0.56 -0.6% 91.24
Close 92.72 91.80 -0.92 -1.0% 92.72
Range 1.39 1.45 0.06 4.3% 3.35
ATR 1.48 1.47 0.00 -0.1% 0.00
Volume 255,988 212,208 -43,780 -17.1% 1,123,188
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.39 95.54 92.60
R3 94.94 94.09 92.20
R2 93.49 93.49 92.07
R1 92.64 92.64 91.93 92.34
PP 92.04 92.04 92.04 91.89
S1 91.19 91.19 91.67 90.89
S2 90.59 90.59 91.53
S3 89.14 89.74 91.40
S4 87.69 88.29 91.00
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 102.90 101.16 94.56
R3 99.55 97.81 93.64
R2 96.20 96.20 93.33
R1 94.46 94.46 93.03 93.66
PP 92.85 92.85 92.85 92.45
S1 91.11 91.11 92.41 90.31
S2 89.50 89.50 92.11
S3 86.15 87.76 91.80
S4 82.80 84.41 90.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.22 91.24 2.98 3.2% 1.46 1.6% 19% False False 229,203
10 100.42 91.24 9.18 10.0% 1.68 1.8% 6% False False 203,442
20 100.75 91.24 9.51 10.4% 1.38 1.5% 6% False False 164,732
40 100.75 91.24 9.51 10.4% 1.40 1.5% 6% False False 117,421
60 101.85 91.24 10.61 11.6% 1.42 1.5% 5% False False 91,400
80 103.73 91.24 12.49 13.6% 1.44 1.6% 4% False False 74,720
100 106.22 91.24 14.98 16.3% 1.48 1.6% 4% False False 62,354
120 106.22 91.24 14.98 16.3% 1.44 1.6% 4% False False 53,364
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.04
2.618 96.68
1.618 95.23
1.000 94.33
0.618 93.78
HIGH 92.88
0.618 92.33
0.500 92.16
0.382 91.98
LOW 91.43
0.618 90.53
1.000 89.98
1.618 89.08
2.618 87.63
4.250 85.27
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 92.16 92.31
PP 92.04 92.14
S1 91.92 91.97

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

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