NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 91.77 92.84 1.07 1.2% 94.46
High 93.09 94.82 1.73 1.9% 94.74
Low 91.73 92.63 0.90 1.0% 91.47
Close 92.78 94.35 1.57 1.7% 92.95
Range 1.36 2.19 0.83 61.0% 3.27
ATR 1.47 1.52 0.05 3.5% 0.00
Volume 151,186 163,430 12,244 8.1% 535,138
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 100.50 99.62 95.55
R3 98.31 97.43 94.95
R2 96.12 96.12 94.75
R1 95.24 95.24 94.55 95.68
PP 93.93 93.93 93.93 94.16
S1 93.05 93.05 94.15 93.49
S2 91.74 91.74 93.95
S3 89.55 90.86 93.75
S4 87.36 88.67 93.15
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 94.82 91.47 3.35 3.6% 1.60 1.7% 86% True False 134,411
10 99.08 91.47 7.61 8.1% 1.75 1.9% 38% False False 109,687
20 100.79 91.47 9.32 9.9% 1.39 1.5% 31% False False 75,112
40 100.79 91.47 9.32 9.9% 1.37 1.5% 31% False False 61,916
60 100.79 91.47 9.32 9.9% 1.36 1.4% 31% False False 55,287
80 101.81 91.47 10.34 11.0% 1.38 1.5% 28% False False 48,887
100 104.37 91.47 12.90 13.7% 1.42 1.5% 22% False False 42,303
120 104.37 91.47 12.90 13.7% 1.37 1.5% 22% False False 37,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 104.13
2.618 100.55
1.618 98.36
1.000 97.01
0.618 96.17
HIGH 94.82
0.618 93.98
0.500 93.73
0.382 93.47
LOW 92.63
0.618 91.28
1.000 90.44
1.618 89.09
2.618 86.90
4.250 83.32
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 94.14 93.98
PP 93.93 93.61
S1 93.73 93.24

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

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