NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 94.42 94.29 -0.13 -0.1% 93.08
High 94.78 95.07 0.29 0.3% 95.07
Low 93.73 94.06 0.33 0.4% 91.65
Close 94.10 94.59 0.49 0.5% 94.59
Range 1.05 1.01 -0.04 -3.8% 3.42
ATR 1.49 1.45 -0.03 -2.3% 0.00
Volume 151,344 199,526 48,182 31.8% 764,922
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 97.60 97.11 95.15
R3 96.59 96.10 94.87
R2 95.58 95.58 94.78
R1 95.09 95.09 94.68 95.34
PP 94.57 94.57 94.57 94.70
S1 94.08 94.08 94.50 94.33
S2 93.56 93.56 94.40
S3 92.55 93.07 94.31
S4 91.54 92.06 94.03
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 104.03 102.73 96.47
R3 100.61 99.31 95.53
R2 97.19 97.19 95.22
R1 95.89 95.89 94.90 96.54
PP 93.77 93.77 93.77 94.10
S1 92.47 92.47 94.28 93.12
S2 90.35 90.35 93.96
S3 86.93 89.05 93.65
S4 83.51 85.63 92.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.07 91.65 3.42 3.6% 1.41 1.5% 86% True False 152,984
10 95.07 91.47 3.60 3.8% 1.42 1.5% 87% True False 130,006
20 100.79 91.47 9.32 9.9% 1.40 1.5% 33% False False 88,788
40 100.79 91.47 9.32 9.9% 1.37 1.4% 33% False False 69,416
60 100.79 91.47 9.32 9.9% 1.35 1.4% 33% False False 60,059
80 101.81 91.47 10.34 10.9% 1.38 1.5% 30% False False 52,747
100 104.37 91.47 12.90 13.6% 1.42 1.5% 24% False False 45,562
120 104.37 91.47 12.90 13.6% 1.38 1.5% 24% False False 39,955
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.23
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 99.36
2.618 97.71
1.618 96.70
1.000 96.08
0.618 95.69
HIGH 95.07
0.618 94.68
0.500 94.57
0.382 94.45
LOW 94.06
0.618 93.44
1.000 93.05
1.618 92.43
2.618 91.42
4.250 89.77
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 94.58 94.34
PP 94.57 94.10
S1 94.57 93.85

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

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