NYMEX Light Sweet Crude Oil Future February 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 94.17 94.00 -0.17 -0.2% 92.83
High 94.94 95.23 0.29 0.3% 94.94
Low 93.94 93.43 -0.51 -0.5% 91.43
Close 94.37 94.99 0.62 0.7% 94.37
Range 1.00 1.80 0.80 80.0% 3.51
ATR 1.45 1.48 0.02 1.7% 0.00
Volume 119,887 29,018 -90,869 -75.8% 1,003,999
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.95 99.27 95.98
R3 98.15 97.47 95.49
R2 96.35 96.35 95.32
R1 95.67 95.67 95.16 96.01
PP 94.55 94.55 94.55 94.72
S1 93.87 93.87 94.83 94.21
S2 92.75 92.75 94.66
S3 90.95 92.07 94.50
S4 89.15 90.27 94.00
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 104.11 102.75 96.30
R3 100.60 99.24 95.34
R2 97.09 97.09 95.01
R1 95.73 95.73 94.69 96.41
PP 93.58 93.58 93.58 93.92
S1 92.22 92.22 94.05 92.90
S2 90.07 90.07 93.73
S3 86.56 88.71 93.40
S4 83.05 85.20 92.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.23 91.50 3.73 3.9% 1.49 1.6% 94% True False 164,161
10 95.23 91.24 3.99 4.2% 1.48 1.6% 94% True False 196,682
20 100.75 91.24 9.51 10.0% 1.43 1.5% 39% False False 167,926
40 100.75 91.24 9.51 10.0% 1.43 1.5% 39% False False 132,350
60 100.75 91.24 9.51 10.0% 1.40 1.5% 39% False False 101,531
80 102.52 91.24 11.28 11.9% 1.44 1.5% 33% False False 83,965
100 106.22 91.24 14.98 15.8% 1.49 1.6% 25% False False 70,001
120 106.22 91.24 14.98 15.8% 1.46 1.5% 25% False False 59,876
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 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.88
2.618 99.94
1.618 98.14
1.000 97.03
0.618 96.34
HIGH 95.23
0.618 94.54
0.500 94.33
0.382 94.12
LOW 93.43
0.618 92.32
1.000 91.63
1.618 90.52
2.618 88.72
4.250 85.78
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 94.77 94.77
PP 94.55 94.55
S1 94.33 94.33

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

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