NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 95.79 96.90 1.11 1.2% 96.41
High 97.02 97.43 0.41 0.4% 97.99
Low 95.63 96.16 0.53 0.6% 94.92
Close 96.46 96.76 0.30 0.3% 96.71
Range 1.39 1.27 -0.12 -8.6% 3.07
ATR 1.43 1.41 -0.01 -0.8% 0.00
Volume 122,362 83,260 -39,102 -32.0% 371,592
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 100.59 99.95 97.46
R3 99.32 98.68 97.11
R2 98.05 98.05 96.99
R1 97.41 97.41 96.88 97.10
PP 96.78 96.78 96.78 96.63
S1 96.14 96.14 96.64 95.83
S2 95.51 95.51 96.53
S3 94.24 94.87 96.41
S4 92.97 93.60 96.06
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 95.46 2.53 2.6% 1.27 1.3% 51% False False 90,445
10 97.99 94.92 3.07 3.2% 1.40 1.4% 60% False False 86,396
20 97.99 91.48 6.51 6.7% 1.45 1.5% 81% False False 67,816
40 100.33 91.48 8.85 9.1% 1.31 1.4% 60% False False 47,002
60 100.33 91.48 8.85 9.1% 1.31 1.4% 60% False False 38,075
80 101.00 91.48 9.52 9.8% 1.30 1.3% 55% False False 32,261
100 101.00 91.48 9.52 9.8% 1.29 1.3% 55% False False 27,176
120 103.06 91.48 11.58 12.0% 1.25 1.3% 46% False False 23,364
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.83
2.618 100.75
1.618 99.48
1.000 98.70
0.618 98.21
HIGH 97.43
0.618 96.94
0.500 96.80
0.382 96.65
LOW 96.16
0.618 95.38
1.000 94.89
1.618 94.11
2.618 92.84
4.250 90.76
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 96.80 96.66
PP 96.78 96.55
S1 96.77 96.45

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

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