NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 99.30 99.89 0.59 0.6% 96.62
High 100.00 100.79 0.79 0.8% 99.65
Low 99.04 99.63 0.59 0.6% 95.46
Close 99.44 99.92 0.48 0.5% 99.35
Range 0.96 1.16 0.20 20.8% 4.19
ATR 1.48 1.47 -0.01 -0.6% 0.00
Volume 117,229 185,433 68,204 58.2% 510,718
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 103.59 102.92 100.56
R3 102.43 101.76 100.24
R2 101.27 101.27 100.13
R1 100.60 100.60 100.03 100.94
PP 100.11 100.11 100.11 100.28
S1 99.44 99.44 99.81 99.78
S2 98.95 98.95 99.71
S3 97.79 98.28 99.60
S4 96.63 97.12 99.28
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
5 100.79 96.61 4.18 4.2% 1.58 1.6% 79% True False 125,954
10 100.79 95.46 5.33 5.3% 1.43 1.4% 84% True False 108,200
20 100.79 92.47 8.32 8.3% 1.48 1.5% 90% True False 87,193
40 100.79 91.48 9.31 9.3% 1.37 1.4% 91% True False 59,049
60 100.79 91.48 9.31 9.3% 1.33 1.3% 91% True False 46,823
80 100.79 91.48 9.31 9.3% 1.31 1.3% 91% True False 39,279
100 101.00 91.48 9.52 9.5% 1.30 1.3% 89% False False 33,146
120 103.06 91.48 11.58 11.6% 1.29 1.3% 73% False False 28,440
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.72
2.618 103.83
1.618 102.67
1.000 101.95
0.618 101.51
HIGH 100.79
0.618 100.35
0.500 100.21
0.382 100.07
LOW 99.63
0.618 98.91
1.000 98.47
1.618 97.75
2.618 96.59
4.250 94.70
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 100.21 99.84
PP 100.11 99.77
S1 100.02 99.69

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

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