NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 96.90 95.66 -1.24 -1.3% 94.25
High 97.18 97.66 0.48 0.5% 97.84
Low 95.21 95.63 0.42 0.4% 93.65
Close 95.72 97.41 1.69 1.8% 96.64
Range 1.97 2.03 0.06 3.0% 4.19
ATR 1.54 1.57 0.04 2.3% 0.00
Volume 235,110 206,490 -28,620 -12.2% 1,010,961
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 102.99 102.23 98.53
R3 100.96 100.20 97.97
R2 98.93 98.93 97.78
R1 98.17 98.17 97.60 98.55
PP 96.90 96.90 96.90 97.09
S1 96.14 96.14 97.22 96.52
S2 94.87 94.87 97.04
S3 92.84 94.11 96.85
S4 90.81 92.08 96.29
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 108.61 106.82 98.94
R3 104.42 102.63 97.79
R2 100.23 100.23 97.41
R1 98.44 98.44 97.02 99.34
PP 96.04 96.04 96.04 96.49
S1 94.25 94.25 96.26 95.15
S2 91.85 91.85 95.87
S3 87.66 90.06 95.49
S4 83.47 85.87 94.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.84 95.12 2.72 2.8% 1.75 1.8% 84% False False 241,540
10 97.84 91.73 6.11 6.3% 1.62 1.7% 93% False False 211,804
20 100.55 91.47 9.08 9.3% 1.63 1.7% 65% False False 149,281
40 100.79 91.47 9.32 9.6% 1.41 1.4% 64% False False 99,885
60 100.79 91.47 9.32 9.6% 1.40 1.4% 64% False False 80,329
80 101.81 91.47 10.34 10.6% 1.41 1.4% 57% False False 69,442
100 103.14 91.47 11.67 12.0% 1.41 1.4% 51% False False 59,192
120 104.37 91.47 12.90 13.2% 1.40 1.4% 46% False False 51,530
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 8 trading days
Fibonacci Retracements and Extensions
4.250 106.29
2.618 102.97
1.618 100.94
1.000 99.69
0.618 98.91
HIGH 97.66
0.618 96.88
0.500 96.65
0.382 96.41
LOW 95.63
0.618 94.38
1.000 93.60
1.618 92.35
2.618 90.32
4.250 87.00
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 97.16 97.11
PP 96.90 96.81
S1 96.65 96.51

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

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