NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 04-Feb-2014
Day Change Summary
Previous Current
03-Feb-2014 04-Feb-2014 Change Change % Previous Week
Open 97.40 96.53 -0.87 -0.9% 96.90
High 97.94 97.82 -0.12 -0.1% 98.59
Low 96.26 96.37 0.11 0.1% 95.21
Close 96.43 97.19 0.76 0.8% 97.49
Range 1.68 1.45 -0.23 -13.7% 3.38
ATR 1.54 1.53 -0.01 -0.4% 0.00
Volume 293,312 204,282 -89,030 -30.4% 1,094,963
Daily Pivots for day following 04-Feb-2014
Classic Woodie Camarilla DeMark
R4 101.48 100.78 97.99
R3 100.03 99.33 97.59
R2 98.58 98.58 97.46
R1 97.88 97.88 97.32 98.23
PP 97.13 97.13 97.13 97.30
S1 96.43 96.43 97.06 96.78
S2 95.68 95.68 96.92
S3 94.23 94.98 96.79
S4 92.78 93.53 96.39
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 96.26 2.33 2.4% 1.42 1.5% 40% False False 230,191
10 98.59 95.12 3.47 3.6% 1.59 1.6% 60% False False 235,865
20 98.59 91.47 7.12 7.3% 1.52 1.6% 80% False False 191,022
40 100.79 91.47 9.32 9.6% 1.39 1.4% 61% False False 121,918
60 100.79 91.47 9.32 9.6% 1.40 1.4% 61% False False 95,993
80 101.81 91.47 10.34 10.6% 1.41 1.4% 55% False False 81,878
100 102.29 91.47 10.82 11.1% 1.41 1.5% 53% False False 69,943
120 104.37 91.47 12.90 13.3% 1.40 1.4% 44% False False 60,684
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.98
2.618 101.62
1.618 100.17
1.000 99.27
0.618 98.72
HIGH 97.82
0.618 97.27
0.500 97.10
0.382 96.92
LOW 96.37
0.618 95.47
1.000 94.92
1.618 94.02
2.618 92.57
4.250 90.21
Fisher Pivots for day following 04-Feb-2014
Pivot 1 day 3 day
R1 97.16 97.33
PP 97.13 97.28
S1 97.10 97.24

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

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