NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 93.69 92.43 -1.26 -1.3% 99.02
High 93.81 92.79 -1.02 -1.1% 99.40
Low 92.14 91.35 -0.79 -0.9% 93.67
Close 92.20 91.69 -0.51 -0.6% 93.75
Range 1.67 1.44 -0.23 -13.8% 5.73
ATR 1.20 1.21 0.02 1.5% 0.00
Volume 23,224 32,305 9,081 39.1% 71,470
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.26 95.42 92.48
R3 94.82 93.98 92.09
R2 93.38 93.38 91.95
R1 92.54 92.54 91.82 92.24
PP 91.94 91.94 91.94 91.80
S1 91.10 91.10 91.56 90.80
S2 90.50 90.50 91.43
S3 89.06 89.66 91.29
S4 87.62 88.22 90.90
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 112.80 109.00 96.90
R3 107.07 103.27 95.33
R2 101.34 101.34 94.80
R1 97.54 97.54 94.28 96.58
PP 95.61 95.61 95.61 95.12
S1 91.81 91.81 93.22 90.85
S2 89.88 89.88 92.70
S3 84.15 86.08 92.17
S4 78.42 80.35 90.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.43 91.35 4.08 4.4% 1.33 1.5% 8% False True 26,910
10 99.53 91.35 8.18 8.9% 1.35 1.5% 4% False True 19,190
20 99.53 91.35 8.18 8.9% 1.14 1.2% 4% False True 18,059
40 99.53 91.35 8.18 8.9% 1.16 1.3% 4% False True 16,001
60 100.11 91.35 8.76 9.6% 1.12 1.2% 4% False True 14,202
80 100.11 91.35 8.76 9.6% 1.13 1.2% 4% False True 11,831
100 101.55 91.35 10.20 11.1% 1.04 1.1% 3% False True 10,137
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.91
2.618 96.56
1.618 95.12
1.000 94.23
0.618 93.68
HIGH 92.79
0.618 92.24
0.500 92.07
0.382 91.90
LOW 91.35
0.618 90.46
1.000 89.91
1.618 89.02
2.618 87.58
4.250 85.23
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 92.07 92.65
PP 91.94 92.33
S1 91.82 92.01

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

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