NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 94.06 94.10 0.04 0.0% 93.02
High 94.83 95.34 0.51 0.5% 94.83
Low 93.83 93.54 -0.29 -0.3% 91.62
Close 94.44 94.80 0.36 0.4% 94.44
Range 1.00 1.80 0.80 80.0% 3.21
ATR 1.38 1.41 0.03 2.2% 0.00
Volume 43,389 44,471 1,082 2.5% 250,030
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.96 99.18 95.79
R3 98.16 97.38 95.30
R2 96.36 96.36 95.13
R1 95.58 95.58 94.97 95.97
PP 94.56 94.56 94.56 94.76
S1 93.78 93.78 94.64 94.17
S2 92.76 92.76 94.47
S3 90.96 91.98 94.31
S4 89.16 90.18 93.81
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 103.26 102.06 96.21
R3 100.05 98.85 95.32
R2 96.84 96.84 95.03
R1 95.64 95.64 94.73 96.24
PP 93.63 93.63 93.63 93.93
S1 92.43 92.43 94.15 93.03
S2 90.42 90.42 93.85
S3 87.21 89.22 93.56
S4 84.00 86.01 92.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.34 91.67 3.67 3.9% 1.46 1.5% 85% True False 46,954
10 95.34 91.48 3.86 4.1% 1.41 1.5% 86% True False 47,136
20 100.33 91.48 8.85 9.3% 1.34 1.4% 38% False False 36,588
40 100.33 91.48 8.85 9.3% 1.31 1.4% 38% False False 29,465
60 100.33 91.48 8.85 9.3% 1.25 1.3% 38% False False 25,534
80 101.00 91.48 9.52 10.0% 1.28 1.3% 35% False False 21,798
100 103.06 91.48 11.58 12.2% 1.27 1.3% 29% False False 18,503
120 103.06 91.48 11.58 12.2% 1.21 1.3% 29% False False 16,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.99
2.618 100.05
1.618 98.25
1.000 97.14
0.618 96.45
HIGH 95.34
0.618 94.65
0.500 94.44
0.382 94.23
LOW 93.54
0.618 92.43
1.000 91.74
1.618 90.63
2.618 88.83
4.250 85.89
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 94.68 94.68
PP 94.56 94.56
S1 94.44 94.44

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

View Archives - Comment on this page... - Back to Index of Symbols