NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 97.97 97.40 -0.57 -0.6% 96.90
High 98.39 97.94 -0.45 -0.5% 98.59
Low 97.10 96.26 -0.84 -0.9% 95.21
Close 97.49 96.43 -1.06 -1.1% 97.49
Range 1.29 1.68 0.39 30.2% 3.38
ATR 1.52 1.54 0.01 0.7% 0.00
Volume 253,457 293,312 39,855 15.7% 1,094,963
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 101.92 100.85 97.35
R3 100.24 99.17 96.89
R2 98.56 98.56 96.74
R1 97.49 97.49 96.58 97.19
PP 96.88 96.88 96.88 96.72
S1 95.81 95.81 96.28 95.51
S2 95.20 95.20 96.12
S3 93.52 94.13 95.97
S4 91.84 92.45 95.51
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 95.63 2.96 3.1% 1.54 1.6% 27% False False 230,633
10 98.59 93.65 4.94 5.1% 1.62 1.7% 56% False False 239,923
20 98.59 91.47 7.12 7.4% 1.52 1.6% 70% False False 184,964
40 100.79 91.47 9.32 9.7% 1.37 1.4% 53% False False 119,104
60 100.79 91.47 9.32 9.7% 1.40 1.5% 53% False False 93,160
80 101.81 91.47 10.34 10.7% 1.42 1.5% 48% False False 79,720
100 102.29 91.47 10.82 11.2% 1.41 1.5% 46% False False 68,077
120 104.37 91.47 12.90 13.4% 1.40 1.4% 38% False False 59,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.08
2.618 102.34
1.618 100.66
1.000 99.62
0.618 98.98
HIGH 97.94
0.618 97.30
0.500 97.10
0.382 96.90
LOW 96.26
0.618 95.22
1.000 94.58
1.618 93.54
2.618 91.86
4.250 89.12
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 97.10 97.43
PP 96.88 97.09
S1 96.65 96.76

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

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