NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary
Previous Current
30-Jan-2014 31-Jan-2014 Change Change % Previous Week
Open 96.92 97.38 0.46 0.5% 96.41
High 97.99 97.61 -0.38 -0.4% 97.99
Low 96.86 96.56 -0.30 -0.3% 94.92
Close 97.66 96.71 -0.95 -1.0% 96.71
Range 1.13 1.05 -0.08 -7.1% 3.07
ATR 1.45 1.42 -0.02 -1.7% 0.00
Volume 68,270 85,069 16,799 24.6% 371,592
Daily Pivots for day following 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 100.11 99.46 97.29
R3 99.06 98.41 97.00
R2 98.01 98.01 96.90
R1 97.36 97.36 96.81 97.16
PP 96.96 96.96 96.96 96.86
S1 96.31 96.31 96.61 96.11
S2 95.91 95.91 96.52
S3 94.86 95.26 96.42
S4 93.81 94.21 96.13
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 105.75 104.30 98.40
R3 102.68 101.23 97.55
R2 99.61 99.61 97.27
R1 98.16 98.16 96.99 98.89
PP 96.54 96.54 96.54 96.90
S1 95.09 95.09 96.43 95.82
S2 93.47 93.47 96.15
S3 90.40 92.02 95.87
S4 87.33 88.95 95.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.99 94.92 3.07 3.2% 1.44 1.5% 58% False False 74,318
10 97.99 93.54 4.45 4.6% 1.42 1.5% 71% False False 70,820
20 97.99 91.48 6.51 6.7% 1.43 1.5% 80% False False 58,832
40 100.33 91.48 8.85 9.2% 1.27 1.3% 59% False False 42,025
60 100.33 91.48 8.85 9.2% 1.31 1.4% 59% False False 33,845
80 101.00 91.48 9.52 9.8% 1.30 1.3% 55% False False 28,879
100 101.00 91.48 9.52 9.8% 1.29 1.3% 55% False False 24,332
120 103.06 91.48 11.58 12.0% 1.24 1.3% 45% False False 20,989
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.26
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 102.07
2.618 100.36
1.618 99.31
1.000 98.66
0.618 98.26
HIGH 97.61
0.618 97.21
0.500 97.09
0.382 96.96
LOW 96.56
0.618 95.91
1.000 95.51
1.618 94.86
2.618 93.81
4.250 92.10
Fisher Pivots for day following 31-Jan-2014
Pivot 1 day 3 day
R1 97.09 96.97
PP 96.96 96.88
S1 96.84 96.80

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

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