NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 97.17 97.42 0.25 0.3% 94.25
High 97.75 98.59 0.84 0.9% 97.84
Low 96.32 97.33 1.01 1.0% 93.65
Close 97.36 98.23 0.87 0.9% 96.64
Range 1.43 1.26 -0.17 -11.9% 4.19
ATR 1.56 1.54 -0.02 -1.4% 0.00
Volume 200,486 199,420 -1,066 -0.5% 1,010,961
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 101.83 101.29 98.92
R3 100.57 100.03 98.58
R2 99.31 99.31 98.46
R1 98.77 98.77 98.35 99.04
PP 98.05 98.05 98.05 98.19
S1 97.51 97.51 98.11 97.78
S2 96.79 96.79 98.00
S3 95.53 96.25 97.88
S4 94.27 94.99 97.54
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 98.59 95.21 3.38 3.4% 1.65 1.7% 89% True False 216,235
10 98.59 93.65 4.94 5.0% 1.53 1.6% 93% True False 220,333
20 99.08 91.47 7.61 7.7% 1.64 1.7% 89% False False 165,010
40 100.79 91.47 9.32 9.5% 1.40 1.4% 73% False False 108,595
60 100.79 91.47 9.32 9.5% 1.39 1.4% 73% False False 85,301
80 101.81 91.47 10.34 10.5% 1.41 1.4% 65% False False 73,686
100 102.79 91.47 11.32 11.5% 1.41 1.4% 60% False False 62,989
120 104.37 91.47 12.90 13.1% 1.40 1.4% 52% False False 54,689
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 0.30
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 103.95
2.618 101.89
1.618 100.63
1.000 99.85
0.618 99.37
HIGH 98.59
0.618 98.11
0.500 97.96
0.382 97.81
LOW 97.33
0.618 96.55
1.000 96.07
1.618 95.29
2.618 94.03
4.250 91.98
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 98.14 97.86
PP 98.05 97.48
S1 97.96 97.11

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

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