NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 99.24 98.44 -0.80 -0.8% 98.59
High 99.29 98.92 -0.37 -0.4% 100.33
Low 98.16 95.46 -2.70 -2.8% 98.14
Close 98.44 95.55 -2.89 -2.9% 99.97
Range 1.13 3.46 2.33 206.2% 2.19
ATR 1.10 1.27 0.17 15.3% 0.00
Volume 27,284 27,366 82 0.3% 70,775
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 107.02 104.75 97.45
R3 103.56 101.29 96.50
R2 100.10 100.10 96.18
R1 97.83 97.83 95.87 97.24
PP 96.64 96.64 96.64 96.35
S1 94.37 94.37 95.23 93.78
S2 93.18 93.18 94.92
S3 89.72 90.91 94.60
S4 86.26 87.45 93.65
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 106.05 105.20 101.17
R3 103.86 103.01 100.57
R2 101.67 101.67 100.37
R1 100.82 100.82 100.17 101.25
PP 99.48 99.48 99.48 99.69
S1 98.63 98.63 99.77 99.06
S2 97.29 97.29 99.57
S3 95.10 96.44 99.37
S4 92.91 94.25 98.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.33 95.46 4.87 5.1% 1.48 1.5% 2% False True 19,827
10 100.33 95.46 4.87 5.1% 1.20 1.3% 2% False True 22,117
20 100.33 95.46 4.87 5.1% 1.11 1.2% 2% False True 25,219
40 100.33 92.42 7.91 8.3% 1.25 1.3% 40% False False 21,352
60 101.00 92.42 8.58 9.0% 1.26 1.3% 36% False False 18,895
80 101.00 92.42 8.58 9.0% 1.25 1.3% 36% False False 15,707
100 103.06 92.42 10.64 11.1% 1.20 1.3% 29% False False 13,420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 120 trading days
Fibonacci Retracements and Extensions
4.250 113.63
2.618 107.98
1.618 104.52
1.000 102.38
0.618 101.06
HIGH 98.92
0.618 97.60
0.500 97.19
0.382 96.78
LOW 95.46
0.618 93.32
1.000 92.00
1.618 89.86
2.618 86.40
4.250 80.76
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 97.19 97.81
PP 96.64 97.05
S1 96.10 96.30

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

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