NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 99.97 100.46 0.49 0.5% 97.40
High 100.60 101.38 0.78 0.8% 100.24
Low 99.60 100.04 0.44 0.4% 96.26
Close 99.94 100.37 0.43 0.4% 99.88
Range 1.00 1.34 0.34 34.0% 3.98
ATR 1.58 1.57 -0.01 -0.6% 0.00
Volume 233,933 318,686 84,753 36.2% 1,239,953
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 104.62 103.83 101.11
R3 103.28 102.49 100.74
R2 101.94 101.94 100.62
R1 101.15 101.15 100.49 100.88
PP 100.60 100.60 100.60 100.46
S1 99.81 99.81 100.25 99.54
S2 99.26 99.26 100.12
S3 97.92 98.47 100.00
S4 96.58 97.13 99.63
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
5 101.38 97.13 4.25 4.2% 1.69 1.7% 76% True False 261,686
10 101.38 96.26 5.12 5.1% 1.56 1.6% 80% True False 249,657
20 101.38 92.63 8.75 8.7% 1.59 1.6% 88% True False 233,196
40 101.38 91.47 9.91 9.9% 1.47 1.5% 90% True False 151,396
60 101.38 91.47 9.91 9.9% 1.42 1.4% 90% True False 117,426
80 101.38 91.47 9.91 9.9% 1.41 1.4% 90% True False 98,385
100 101.81 91.47 10.34 10.3% 1.41 1.4% 86% False False 84,293
120 104.37 91.47 12.90 12.9% 1.43 1.4% 69% False False 72,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.08
2.618 104.89
1.618 103.55
1.000 102.72
0.618 102.21
HIGH 101.38
0.618 100.87
0.500 100.71
0.382 100.55
LOW 100.04
0.618 99.21
1.000 98.70
1.618 97.87
2.618 96.53
4.250 94.35
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 100.71 100.33
PP 100.60 100.29
S1 100.48 100.25

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

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