NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary
Previous Current
21-Jan-2014 22-Jan-2014 Change Change % Previous Week
Open 94.25 95.20 0.95 1.0% 93.08
High 95.46 96.89 1.43 1.5% 95.07
Low 93.65 95.12 1.47 1.6% 91.65
Close 94.97 96.73 1.76 1.9% 94.59
Range 1.81 1.77 -0.04 -2.2% 3.42
ATR 1.48 1.51 0.03 2.1% 0.00
Volume 244,861 252,349 7,488 3.1% 764,922
Daily Pivots for day following 22-Jan-2014
Classic Woodie Camarilla DeMark
R4 101.56 100.91 97.70
R3 99.79 99.14 97.22
R2 98.02 98.02 97.05
R1 97.37 97.37 96.89 97.70
PP 96.25 96.25 96.25 96.41
S1 95.60 95.60 96.57 95.93
S2 94.48 94.48 96.41
S3 92.71 93.83 96.24
S4 90.94 92.06 95.76
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 96.89 92.63 4.26 4.4% 1.57 1.6% 96% True False 202,302
10 96.89 91.47 5.42 5.6% 1.55 1.6% 97% True False 163,861
20 100.79 91.47 9.32 9.6% 1.45 1.5% 56% False False 107,854
40 100.79 91.47 9.32 9.6% 1.38 1.4% 56% False False 80,134
60 100.79 91.47 9.32 9.6% 1.35 1.4% 56% False False 66,518
80 101.81 91.47 10.34 10.7% 1.40 1.4% 51% False False 58,361
100 103.14 91.47 11.67 12.1% 1.41 1.5% 45% False False 50,255
120 104.37 91.47 12.90 13.3% 1.39 1.4% 41% False False 43,966
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.41
2.618 101.52
1.618 99.75
1.000 98.66
0.618 97.98
HIGH 96.89
0.618 96.21
0.500 96.01
0.382 95.80
LOW 95.12
0.618 94.03
1.000 93.35
1.618 92.26
2.618 90.49
4.250 87.60
Fisher Pivots for day following 22-Jan-2014
Pivot 1 day 3 day
R1 96.49 96.24
PP 96.25 95.76
S1 96.01 95.27

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

View Archives - Comment on this page... - Back to Index of Symbols