NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 100.05 99.97 -0.08 -0.1% 97.40
High 100.55 100.60 0.05 0.0% 100.24
Low 99.11 99.60 0.49 0.5% 96.26
Close 100.06 99.94 -0.12 -0.1% 99.88
Range 1.44 1.00 -0.44 -30.6% 3.98
ATR 1.63 1.58 -0.04 -2.8% 0.00
Volume 251,127 233,933 -17,194 -6.8% 1,239,953
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 103.05 102.49 100.49
R3 102.05 101.49 100.22
R2 101.05 101.05 100.12
R1 100.49 100.49 100.03 100.27
PP 100.05 100.05 100.05 99.94
S1 99.49 99.49 99.85 99.27
S2 99.05 99.05 99.76
S3 98.05 98.49 99.67
S4 97.05 97.49 99.39
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
5 100.60 96.80 3.80 3.8% 1.72 1.7% 83% True False 245,483
10 100.60 96.26 4.34 4.3% 1.57 1.6% 85% True False 237,837
20 100.60 91.73 8.87 8.9% 1.59 1.6% 93% True False 224,821
40 100.79 91.47 9.32 9.3% 1.47 1.5% 91% False False 144,867
60 100.79 91.47 9.32 9.3% 1.43 1.4% 91% False False 113,262
80 101.21 91.47 9.74 9.7% 1.42 1.4% 87% False False 94,987
100 102.29 91.47 10.82 10.8% 1.42 1.4% 78% False False 81,367
120 104.37 91.47 12.90 12.9% 1.43 1.4% 66% False False 70,434
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 104.85
2.618 103.22
1.618 102.22
1.000 101.60
0.618 101.22
HIGH 100.60
0.618 100.22
0.500 100.10
0.382 99.98
LOW 99.60
0.618 98.98
1.000 98.60
1.618 97.98
2.618 96.98
4.250 95.35
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 100.10 99.58
PP 100.05 99.22
S1 99.99 98.87

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

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