NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 07-Feb-2014
Day Change Summary
Previous Current
06-Feb-2014 07-Feb-2014 Change Change % Previous Week
Open 97.25 97.97 0.72 0.7% 97.40
High 98.83 100.24 1.41 1.4% 100.24
Low 97.25 97.13 -0.12 -0.1% 96.26
Close 97.84 99.88 2.04 2.1% 99.88
Range 1.58 3.11 1.53 96.8% 3.98
ATR 1.53 1.64 0.11 7.4% 0.00
Volume 234,281 270,407 36,126 15.4% 1,239,953
Daily Pivots for day following 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 108.41 107.26 101.59
R3 105.30 104.15 100.74
R2 102.19 102.19 100.45
R1 101.04 101.04 100.17 101.62
PP 99.08 99.08 99.08 99.37
S1 97.93 97.93 99.59 98.51
S2 95.97 95.97 99.31
S3 92.86 94.82 99.02
S4 89.75 91.71 98.17
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 110.73 109.29 102.07
R3 106.75 105.31 100.97
R2 102.77 102.77 100.61
R1 101.33 101.33 100.24 102.05
PP 98.79 98.79 98.79 99.16
S1 97.35 97.35 99.52 98.07
S2 94.81 94.81 99.15
S3 90.83 93.37 98.79
S4 86.85 89.39 97.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.24 96.26 3.98 4.0% 1.86 1.9% 91% True False 247,990
10 100.24 95.21 5.03 5.0% 1.73 1.7% 93% True False 233,491
20 100.24 91.65 8.59 8.6% 1.61 1.6% 96% True False 212,112
40 100.79 91.47 9.32 9.3% 1.46 1.5% 90% False False 136,648
60 100.79 91.47 9.32 9.3% 1.45 1.4% 90% False False 106,582
80 101.81 91.47 10.34 10.4% 1.42 1.4% 81% False False 89,533
100 102.29 91.47 10.82 10.8% 1.44 1.4% 78% False False 76,898
120 104.37 91.47 12.90 12.9% 1.43 1.4% 65% False False 66,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 113.46
2.618 108.38
1.618 105.27
1.000 103.35
0.618 102.16
HIGH 100.24
0.618 99.05
0.500 98.69
0.382 98.32
LOW 97.13
0.618 95.21
1.000 94.02
1.618 92.10
2.618 88.99
4.250 83.91
Fisher Pivots for day following 07-Feb-2014
Pivot 1 day 3 day
R1 99.48 99.43
PP 99.08 98.97
S1 98.69 98.52

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

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