NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 96.30 96.82 0.52 0.5% 94.10
High 97.27 97.19 -0.08 -0.1% 97.27
Low 96.08 95.78 -0.30 -0.3% 93.54
Close 96.76 96.22 -0.54 -0.6% 96.22
Range 1.19 1.41 0.22 18.5% 3.73
ATR 1.42 1.42 0.00 -0.1% 0.00
Volume 83,131 110,356 27,225 32.7% 293,226
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 100.63 99.83 97.00
R3 99.22 98.42 96.61
R2 97.81 97.81 96.48
R1 97.01 97.01 96.35 96.71
PP 96.40 96.40 96.40 96.24
S1 95.60 95.60 96.09 95.30
S2 94.99 94.99 95.96
S3 93.58 94.19 95.83
S4 92.17 92.78 95.44
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 106.87 105.27 98.27
R3 103.14 101.54 97.25
R2 99.41 99.41 96.90
R1 97.81 97.81 96.56 98.61
PP 95.68 95.68 95.68 96.08
S1 94.08 94.08 95.88 94.88
S2 91.95 91.95 95.54
S3 88.22 90.35 95.19
S4 84.49 86.62 94.17
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% 1.40 1.5% 72% False False 67,323
10 97.27 91.62 5.65 5.9% 1.42 1.5% 81% False False 59,893
20 100.33 91.48 8.85 9.2% 1.44 1.5% 54% False False 45,209
40 100.33 91.48 8.85 9.2% 1.30 1.4% 54% False False 34,463
60 100.33 91.48 8.85 9.2% 1.27 1.3% 54% False False 28,918
80 101.00 91.48 9.52 9.9% 1.29 1.3% 50% False False 24,707
100 101.62 91.48 10.14 10.5% 1.27 1.3% 47% False False 20,834
120 103.06 91.48 11.58 12.0% 1.23 1.3% 41% False False 18,024
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.18
2.618 100.88
1.618 99.47
1.000 98.60
0.618 98.06
HIGH 97.19
0.618 96.65
0.500 96.49
0.382 96.32
LOW 95.78
0.618 94.91
1.000 94.37
1.618 93.50
2.618 92.09
4.250 89.79
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 96.49 96.19
PP 96.40 96.15
S1 96.31 96.12

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

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