NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary
Previous Current
30-Jan-2014 31-Jan-2014 Change Change % Previous Week
Open 97.42 97.97 0.55 0.6% 96.90
High 98.59 98.39 -0.20 -0.2% 98.59
Low 97.33 97.10 -0.23 -0.2% 95.21
Close 98.23 97.49 -0.74 -0.8% 97.49
Range 1.26 1.29 0.03 2.4% 3.38
ATR 1.54 1.52 -0.02 -1.2% 0.00
Volume 199,420 253,457 54,037 27.1% 1,094,963
Daily Pivots for day following 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 101.53 100.80 98.20
R3 100.24 99.51 97.84
R2 98.95 98.95 97.73
R1 98.22 98.22 97.61 97.94
PP 97.66 97.66 97.66 97.52
S1 96.93 96.93 97.37 96.65
S2 96.37 96.37 97.25
S3 95.08 95.64 97.14
S4 93.79 94.35 96.78
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 107.24 105.74 99.35
R3 103.86 102.36 98.42
R2 100.48 100.48 98.11
R1 98.98 98.98 97.80 99.73
PP 97.10 97.10 97.10 97.47
S1 95.60 95.60 97.18 96.35
S2 93.72 93.72 96.87
S3 90.34 92.22 96.56
S4 86.96 88.84 95.63
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 3.5% 1.60 1.6% 67% False False 218,992
10 98.59 93.65 4.94 5.1% 1.56 1.6% 78% False False 230,545
20 98.59 91.47 7.12 7.3% 1.53 1.6% 85% False False 175,419
40 100.79 91.47 9.32 9.6% 1.36 1.4% 65% False False 114,046
60 100.79 91.47 9.32 9.6% 1.40 1.4% 65% False False 88,848
80 101.81 91.47 10.34 10.6% 1.41 1.4% 58% False False 76,631
100 102.29 91.47 10.82 11.1% 1.41 1.4% 56% False False 65,336
120 104.37 91.47 12.90 13.2% 1.39 1.4% 47% False False 56,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.87
2.618 101.77
1.618 100.48
1.000 99.68
0.618 99.19
HIGH 98.39
0.618 97.90
0.500 97.75
0.382 97.59
LOW 97.10
0.618 96.30
1.000 95.81
1.618 95.01
2.618 93.72
4.250 91.62
Fisher Pivots for day following 31-Jan-2014
Pivot 1 day 3 day
R1 97.75 97.48
PP 97.66 97.47
S1 97.58 97.46

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

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