NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 14-Jan-2014
Day Change Summary
Previous Current
13-Jan-2014 14-Jan-2014 Change Change % Previous Week
Open 93.08 91.77 -1.31 -1.4% 94.46
High 93.10 93.09 -0.01 0.0% 94.74
Low 91.65 91.73 0.08 0.1% 91.47
Close 92.01 92.78 0.77 0.8% 92.95
Range 1.45 1.36 -0.09 -6.2% 3.27
ATR 1.48 1.47 -0.01 -0.6% 0.00
Volume 99,436 151,186 51,750 52.0% 535,138
Daily Pivots for day following 14-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.61 96.06 93.53
R3 95.25 94.70 93.15
R2 93.89 93.89 93.03
R1 93.34 93.34 92.90 93.62
PP 92.53 92.53 92.53 92.67
S1 91.98 91.98 92.66 92.26
S2 91.17 91.17 92.53
S3 89.81 90.62 92.41
S4 88.45 89.26 92.03
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 102.86 101.18 94.75
R3 99.59 97.91 93.85
R2 96.32 96.32 93.55
R1 94.64 94.64 93.25 93.85
PP 93.05 93.05 93.05 92.66
S1 91.37 91.37 92.65 90.58
S2 89.78 89.78 92.35
S3 86.51 88.10 92.05
S4 83.24 84.83 91.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.33 91.47 2.86 3.1% 1.54 1.7% 46% False False 125,420
10 99.51 91.47 8.04 8.7% 1.65 1.8% 16% False False 98,152
20 100.79 91.47 9.32 10.0% 1.35 1.5% 14% False False 69,597
40 100.79 91.47 9.32 10.0% 1.34 1.4% 14% False False 59,542
60 100.79 91.47 9.32 10.0% 1.35 1.5% 14% False False 53,448
80 101.81 91.47 10.34 11.1% 1.37 1.5% 13% False False 47,068
100 104.37 91.47 12.90 13.9% 1.40 1.5% 10% False False 40,854
120 104.37 91.47 12.90 13.9% 1.37 1.5% 10% False False 35,907
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.87
2.618 96.65
1.618 95.29
1.000 94.45
0.618 93.93
HIGH 93.09
0.618 92.57
0.500 92.41
0.382 92.25
LOW 91.73
0.618 90.89
1.000 90.37
1.618 89.53
2.618 88.17
4.250 85.95
Fisher Pivots for day following 14-Jan-2014
Pivot 1 day 3 day
R1 92.66 92.72
PP 92.53 92.66
S1 92.41 92.61

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

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