NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 99.59 99.30 -0.29 -0.3% 96.62
High 99.89 100.00 0.11 0.1% 99.65
Low 98.59 99.04 0.45 0.5% 95.46
Close 99.44 99.44 0.00 0.0% 99.35
Range 1.30 0.96 -0.34 -26.2% 4.19
ATR 1.52 1.48 -0.04 -2.6% 0.00
Volume 115,282 117,229 1,947 1.7% 510,718
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 102.37 101.87 99.97
R3 101.41 100.91 99.70
R2 100.45 100.45 99.62
R1 99.95 99.95 99.53 100.20
PP 99.49 99.49 99.49 99.62
S1 98.99 98.99 99.35 99.24
S2 98.53 98.53 99.26
S3 97.57 98.03 99.18
S4 96.61 97.07 98.91
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
5 100.00 96.16 3.84 3.9% 1.61 1.6% 85% True False 105,520
10 100.00 95.46 4.54 4.6% 1.44 1.5% 88% True False 96,895
20 100.00 91.67 8.33 8.4% 1.48 1.5% 93% True False 79,917
40 100.33 91.48 8.85 8.9% 1.37 1.4% 90% False False 55,163
60 100.33 91.48 8.85 8.9% 1.33 1.3% 90% False False 44,277
80 100.40 91.48 8.92 9.0% 1.32 1.3% 89% False False 37,226
100 101.00 91.48 9.52 9.6% 1.31 1.3% 84% False False 31,371
120 103.06 91.48 11.58 11.6% 1.29 1.3% 69% False False 26,947
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 0.32
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 104.08
2.618 102.51
1.618 101.55
1.000 100.96
0.618 100.59
HIGH 100.00
0.618 99.63
0.500 99.52
0.382 99.41
LOW 99.04
0.618 98.45
1.000 98.08
1.618 97.49
2.618 96.53
4.250 94.96
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 99.52 99.08
PP 99.49 98.71
S1 99.47 98.35

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

View Archives - Comment on this page... - Back to Index of Symbols