NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 92.84 94.42 1.58 1.7% 94.46
High 94.82 94.78 -0.04 0.0% 94.74
Low 92.63 93.73 1.10 1.2% 91.47
Close 94.35 94.10 -0.25 -0.3% 92.95
Range 2.19 1.05 -1.14 -52.1% 3.27
ATR 1.52 1.49 -0.03 -2.2% 0.00
Volume 163,430 151,344 -12,086 -7.4% 535,138
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 97.35 96.78 94.68
R3 96.30 95.73 94.39
R2 95.25 95.25 94.29
R1 94.68 94.68 94.20 94.44
PP 94.20 94.20 94.20 94.09
S1 93.63 93.63 94.00 93.39
S2 93.15 93.15 93.91
S3 92.10 92.58 93.81
S4 91.05 91.53 93.52
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 91.65 3.17 3.4% 1.48 1.6% 77% False False 139,369
10 95.91 91.47 4.44 4.7% 1.50 1.6% 59% False False 120,294
20 100.79 91.47 9.32 9.9% 1.40 1.5% 28% False False 80,828
40 100.79 91.47 9.32 9.9% 1.36 1.4% 28% False False 65,163
60 100.79 91.47 9.32 9.9% 1.36 1.4% 28% False False 57,363
80 101.81 91.47 10.34 11.0% 1.38 1.5% 25% False False 50,498
100 104.37 91.47 12.90 13.7% 1.41 1.5% 20% False False 43,672
120 104.37 91.47 12.90 13.7% 1.38 1.5% 20% False False 38,336
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 99.24
2.618 97.53
1.618 96.48
1.000 95.83
0.618 95.43
HIGH 94.78
0.618 94.38
0.500 94.26
0.382 94.13
LOW 93.73
0.618 93.08
1.000 92.68
1.618 92.03
2.618 90.98
4.250 89.27
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 94.26 93.83
PP 94.20 93.55
S1 94.15 93.28

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

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