NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 97.97 100.05 2.08 2.1% 97.40
High 100.24 100.55 0.31 0.3% 100.24
Low 97.13 99.11 1.98 2.0% 96.26
Close 99.88 100.06 0.18 0.2% 99.88
Range 3.11 1.44 -1.67 -53.7% 3.98
ATR 1.64 1.63 -0.01 -0.9% 0.00
Volume 270,407 251,127 -19,280 -7.1% 1,239,953
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 104.23 103.58 100.85
R3 102.79 102.14 100.46
R2 101.35 101.35 100.32
R1 100.70 100.70 100.19 101.03
PP 99.91 99.91 99.91 100.07
S1 99.26 99.26 99.93 99.59
S2 98.47 98.47 99.80
S3 97.03 97.82 99.66
S4 95.59 96.38 99.27
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
5 100.55 96.37 4.18 4.2% 1.81 1.8% 88% True False 239,553
10 100.55 95.63 4.92 4.9% 1.67 1.7% 90% True False 235,093
20 100.55 91.65 8.90 8.9% 1.62 1.6% 94% True False 218,096
40 100.79 91.47 9.32 9.3% 1.46 1.5% 92% False False 141,220
60 100.79 91.47 9.32 9.3% 1.44 1.4% 92% False False 110,283
80 101.81 91.47 10.34 10.3% 1.43 1.4% 83% False False 92,389
100 102.29 91.47 10.82 10.8% 1.44 1.4% 79% False False 79,210
120 104.37 91.47 12.90 12.9% 1.43 1.4% 67% False False 68,558
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 106.67
2.618 104.32
1.618 102.88
1.000 101.99
0.618 101.44
HIGH 100.55
0.618 100.00
0.500 99.83
0.382 99.66
LOW 99.11
0.618 98.22
1.000 97.67
1.618 96.78
2.618 95.34
4.250 92.99
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 99.98 99.65
PP 99.91 99.25
S1 99.83 98.84

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

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