NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary
Previous Current
21-Jan-2014 22-Jan-2014 Change Change % Previous Week
Open 93.73 94.61 0.88 0.9% 92.78
High 94.96 96.01 1.05 1.1% 94.34
Low 93.13 94.56 1.43 1.5% 91.39
Close 94.40 95.82 1.42 1.5% 94.03
Range 1.83 1.45 -0.38 -20.8% 2.95
ATR 1.28 1.31 0.02 1.8% 0.00
Volume 21,876 26,467 4,591 21.0% 153,709
Daily Pivots for day following 22-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.81 99.27 96.62
R3 98.36 97.82 96.22
R2 96.91 96.91 96.09
R1 96.37 96.37 95.95 96.64
PP 95.46 95.46 95.46 95.60
S1 94.92 94.92 95.69 95.19
S2 94.01 94.01 95.55
S3 92.56 93.47 95.42
S4 91.11 92.02 95.02
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 102.10 101.02 95.65
R3 99.15 98.07 94.84
R2 96.20 96.20 94.57
R1 95.12 95.12 94.30 95.66
PP 93.25 93.25 93.25 93.53
S1 92.17 92.17 93.76 92.71
S2 90.30 90.30 93.49
S3 87.35 89.22 93.22
S4 84.40 86.27 92.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.01 92.13 3.88 4.0% 1.43 1.5% 95% True False 28,645
10 96.01 91.35 4.66 4.9% 1.40 1.5% 96% True False 29,232
20 99.53 91.35 8.18 8.5% 1.29 1.3% 55% False False 22,966
40 99.53 91.35 8.18 8.5% 1.19 1.2% 55% False False 19,415
60 99.53 91.35 8.18 8.5% 1.14 1.2% 55% False False 16,672
80 100.11 91.35 8.76 9.1% 1.15 1.2% 51% False False 14,379
100 100.38 91.35 9.03 9.4% 1.10 1.1% 50% False False 12,269
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.17
2.618 99.81
1.618 98.36
1.000 97.46
0.618 96.91
HIGH 96.01
0.618 95.46
0.500 95.29
0.382 95.11
LOW 94.56
0.618 93.66
1.000 93.11
1.618 92.21
2.618 90.76
4.250 88.40
Fisher Pivots for day following 22-Jan-2014
Pivot 1 day 3 day
R1 95.64 95.40
PP 95.46 94.99
S1 95.29 94.57

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

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