NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 95.00 96.30 1.30 1.4% 93.02
High 96.58 97.27 0.69 0.7% 94.83
Low 94.96 96.08 1.12 1.2% 91.62
Close 96.37 96.76 0.39 0.4% 94.44
Range 1.62 1.19 -0.43 -26.5% 3.21
ATR 1.44 1.42 -0.02 -1.2% 0.00
Volume 55,268 83,131 27,863 50.4% 250,030
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 100.27 99.71 97.41
R3 99.08 98.52 97.09
R2 97.89 97.89 96.98
R1 97.33 97.33 96.87 97.61
PP 96.70 96.70 96.70 96.85
S1 96.14 96.14 96.65 96.42
S2 95.51 95.51 96.54
S3 94.32 94.95 96.43
S4 93.13 93.76 96.11
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 97.27 93.54 3.73 3.9% 1.33 1.4% 86% True False 55,278
10 97.27 91.48 5.79 6.0% 1.44 1.5% 91% True False 53,344
20 100.33 91.48 8.85 9.1% 1.41 1.5% 60% False False 40,804
40 100.33 91.48 8.85 9.1% 1.30 1.3% 60% False False 32,108
60 100.33 91.48 8.85 9.1% 1.26 1.3% 60% False False 27,237
80 101.00 91.48 9.52 9.8% 1.29 1.3% 55% False False 23,399
100 101.62 91.48 10.14 10.5% 1.27 1.3% 52% False False 19,783
120 103.06 91.48 11.58 12.0% 1.22 1.3% 46% False False 17,140
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.33
2.618 100.39
1.618 99.20
1.000 98.46
0.618 98.01
HIGH 97.27
0.618 96.82
0.500 96.68
0.382 96.53
LOW 96.08
0.618 95.34
1.000 94.89
1.618 94.15
2.618 92.96
4.250 91.02
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 96.73 96.31
PP 96.70 95.86
S1 96.68 95.41

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

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