NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 94.11 92.79 -1.32 -1.4% 100.21
High 94.33 93.15 -1.18 -1.3% 100.55
Low 92.46 91.47 -0.99 -1.1% 94.05
Close 92.53 91.89 -0.64 -0.7% 95.62
Range 1.87 1.68 -0.19 -10.2% 6.50
ATR 1.45 1.46 0.02 1.2% 0.00
Volume 118,472 126,554 8,082 6.8% 233,012
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 97.21 96.23 92.81
R3 95.53 94.55 92.35
R2 93.85 93.85 92.20
R1 92.87 92.87 92.04 92.52
PP 92.17 92.17 92.17 92.00
S1 91.19 91.19 91.74 90.84
S2 90.49 90.49 91.58
S3 88.81 89.51 91.43
S4 87.13 87.83 90.97
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 116.24 112.43 99.20
R3 109.74 105.93 97.41
R2 103.24 103.24 96.81
R1 99.43 99.43 96.22 98.09
PP 96.74 96.74 96.74 96.07
S1 92.93 92.93 95.02 91.59
S2 90.24 90.24 94.43
S3 83.74 86.43 93.83
S4 77.24 79.93 92.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.91 91.47 4.44 4.8% 1.52 1.7% 9% False True 101,219
10 100.79 91.47 9.32 10.1% 1.56 1.7% 5% False True 67,655
20 100.79 91.47 9.32 10.1% 1.31 1.4% 5% False True 61,184
40 100.79 91.47 9.32 10.1% 1.36 1.5% 5% False True 53,817
60 101.81 91.47 10.34 11.3% 1.36 1.5% 4% False True 48,674
80 102.29 91.47 10.82 11.8% 1.40 1.5% 4% False True 43,095
100 104.37 91.47 12.90 14.0% 1.39 1.5% 3% False True 37,470
120 104.37 91.47 12.90 14.0% 1.36 1.5% 3% False True 33,050
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.29
2.618 97.55
1.618 95.87
1.000 94.83
0.618 94.19
HIGH 93.15
0.618 92.51
0.500 92.31
0.382 92.11
LOW 91.47
0.618 90.43
1.000 89.79
1.618 88.75
2.618 87.07
4.250 84.33
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 92.31 92.92
PP 92.17 92.58
S1 92.03 92.23

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

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