NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 97.44 99.59 2.15 2.2% 96.62
High 99.65 99.89 0.24 0.2% 99.65
Low 96.70 98.59 1.89 2.0% 95.46
Close 99.35 99.44 0.09 0.1% 99.35
Range 2.95 1.30 -1.65 -55.9% 4.19
ATR 1.53 1.52 -0.02 -1.1% 0.00
Volume 109,863 115,282 5,419 4.9% 510,718
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 103.21 102.62 100.16
R3 101.91 101.32 99.80
R2 100.61 100.61 99.68
R1 100.02 100.02 99.56 99.67
PP 99.31 99.31 99.31 99.13
S1 98.72 98.72 99.32 98.37
S2 98.01 98.01 99.20
S3 96.71 97.42 99.08
S4 95.41 96.12 98.73
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 110.72 109.23 101.65
R3 106.53 105.04 100.50
R2 102.34 102.34 100.12
R1 100.85 100.85 99.73 101.60
PP 98.15 98.15 98.15 98.53
S1 96.66 96.66 98.97 97.41
S2 93.96 93.96 98.58
S3 89.77 92.47 98.20
S4 85.58 88.28 97.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.89 95.63 4.26 4.3% 1.69 1.7% 89% True False 106,546
10 99.89 95.25 4.64 4.7% 1.54 1.5% 90% True False 92,077
20 99.89 91.62 8.27 8.3% 1.51 1.5% 95% True False 77,042
40 100.33 91.48 8.85 8.9% 1.37 1.4% 90% False False 53,229
60 100.33 91.48 8.85 8.9% 1.34 1.3% 90% False False 42,728
80 101.00 91.48 9.52 9.6% 1.33 1.3% 84% False False 35,884
100 101.00 91.48 9.52 9.6% 1.32 1.3% 84% False False 30,256
120 103.06 91.48 11.58 11.6% 1.29 1.3% 69% False False 25,996
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 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.42
2.618 103.29
1.618 101.99
1.000 101.19
0.618 100.69
HIGH 99.89
0.618 99.39
0.500 99.24
0.382 99.09
LOW 98.59
0.618 97.79
1.000 97.29
1.618 96.49
2.618 95.19
4.250 93.07
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 99.37 99.04
PP 99.31 98.65
S1 99.24 98.25

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

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