NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 14-Feb-2014
Day Change Summary
Previous Current
13-Feb-2014 14-Feb-2014 Change Change % Previous Week
Open 100.27 100.34 0.07 0.1% 100.05
High 100.66 100.47 -0.19 -0.2% 101.38
Low 99.40 99.43 0.03 0.0% 99.11
Close 100.35 100.30 -0.05 0.0% 100.30
Range 1.26 1.04 -0.22 -17.5% 2.27
ATR 1.55 1.51 -0.04 -2.3% 0.00
Volume 221,722 229,784 8,062 3.6% 1,255,252
Daily Pivots for day following 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 103.19 102.78 100.87
R3 102.15 101.74 100.59
R2 101.11 101.11 100.49
R1 100.70 100.70 100.40 100.39
PP 100.07 100.07 100.07 99.91
S1 99.66 99.66 100.20 99.35
S2 99.03 99.03 100.11
S3 97.99 98.62 100.01
S4 96.95 97.58 99.73
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 107.07 105.96 101.55
R3 104.80 103.69 100.92
R2 102.53 102.53 100.72
R1 101.42 101.42 100.51 101.98
PP 100.26 100.26 100.26 100.54
S1 99.15 99.15 100.09 99.71
S2 97.99 97.99 99.88
S3 95.72 96.88 99.68
S4 93.45 94.61 99.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.38 99.11 2.27 2.3% 1.22 1.2% 52% False False 251,050
10 101.38 96.26 5.12 5.1% 1.54 1.5% 79% False False 249,520
20 101.38 93.65 7.73 7.7% 1.55 1.5% 86% False False 240,032
40 101.38 91.47 9.91 9.9% 1.47 1.5% 89% False False 160,430
60 101.38 91.47 9.91 9.9% 1.42 1.4% 89% False False 123,453
80 101.38 91.47 9.91 9.9% 1.41 1.4% 89% False False 103,030
100 101.81 91.47 10.34 10.3% 1.41 1.4% 85% False False 88,405
120 104.37 91.47 12.90 12.9% 1.44 1.4% 68% False False 76,399
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.89
2.618 103.19
1.618 102.15
1.000 101.51
0.618 101.11
HIGH 100.47
0.618 100.07
0.500 99.95
0.382 99.83
LOW 99.43
0.618 98.79
1.000 98.39
1.618 97.75
2.618 96.71
4.250 95.01
Fisher Pivots for day following 14-Feb-2014
Pivot 1 day 3 day
R1 100.18 100.39
PP 100.07 100.36
S1 99.95 100.33

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

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