NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 98.70 98.09 -0.61 -0.6% 97.86
High 98.74 98.42 -0.32 -0.3% 99.53
Low 97.68 95.14 -2.54 -2.6% 97.44
Close 97.99 95.20 -2.79 -2.8% 99.18
Range 1.06 3.28 2.22 209.4% 2.09
ATR 1.00 1.16 0.16 16.4% 0.00
Volume 15,835 11,430 -4,405 -27.8% 44,564
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 106.09 103.93 97.00
R3 102.81 100.65 96.10
R2 99.53 99.53 95.80
R1 97.37 97.37 95.50 96.81
PP 96.25 96.25 96.25 95.98
S1 94.09 94.09 94.90 93.53
S2 92.97 92.97 94.60
S3 89.69 90.81 94.30
S4 86.41 87.53 93.40
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 104.99 104.17 100.33
R3 102.90 102.08 99.75
R2 100.81 100.81 99.56
R1 99.99 99.99 99.37 100.40
PP 98.72 98.72 98.72 98.92
S1 97.90 97.90 98.99 98.31
S2 96.63 96.63 98.80
S3 94.54 95.81 98.61
S4 92.45 93.72 98.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.53 95.14 4.39 4.6% 1.37 1.4% 1% False True 11,470
10 99.53 95.14 4.39 4.6% 1.10 1.2% 1% False True 14,080
20 99.53 95.14 4.39 4.6% 1.01 1.1% 1% False True 16,723
40 99.53 92.38 7.15 7.5% 1.12 1.2% 39% False False 14,049
60 100.11 92.38 7.73 8.1% 1.11 1.2% 36% False False 12,574
80 100.11 92.38 7.73 8.1% 1.09 1.1% 36% False False 10,374
100 101.55 92.38 9.17 9.6% 1.01 1.1% 31% False False 8,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 112.36
2.618 107.01
1.618 103.73
1.000 101.70
0.618 100.45
HIGH 98.42
0.618 97.17
0.500 96.78
0.382 96.39
LOW 95.14
0.618 93.11
1.000 91.86
1.618 89.83
2.618 86.55
4.250 81.20
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 96.78 97.27
PP 96.25 96.58
S1 95.73 95.89

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

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