NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 94.76 96.02 1.26 1.3% 93.73
High 96.42 96.50 0.08 0.1% 96.45
Low 94.76 95.30 0.54 0.6% 93.13
Close 96.28 96.19 -0.09 -0.1% 95.56
Range 1.66 1.20 -0.46 -27.7% 3.32
ATR 1.32 1.31 -0.01 -0.7% 0.00
Volume 34,079 33,335 -744 -2.2% 138,396
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.60 99.09 96.85
R3 98.40 97.89 96.52
R2 97.20 97.20 96.41
R1 96.69 96.69 96.30 96.95
PP 96.00 96.00 96.00 96.12
S1 95.49 95.49 96.08 95.75
S2 94.80 94.80 95.97
S3 93.60 94.29 95.86
S4 92.40 93.09 95.53
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 105.01 103.60 97.39
R3 101.69 100.28 96.47
R2 98.37 98.37 96.17
R1 96.96 96.96 95.86 97.67
PP 95.05 95.05 95.05 95.40
S1 93.64 93.64 95.26 94.35
S2 91.73 91.73 94.95
S3 88.41 90.32 94.65
S4 85.09 87.00 93.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.50 94.36 2.14 2.2% 1.31 1.4% 86% True False 38,682
10 96.50 92.13 4.37 4.5% 1.37 1.4% 93% True False 33,664
20 98.74 91.35 7.39 7.7% 1.42 1.5% 65% False False 29,600
40 99.53 91.35 8.18 8.5% 1.19 1.2% 59% False False 23,027
60 99.53 91.35 8.18 8.5% 1.19 1.2% 59% False False 19,207
80 100.11 91.35 8.76 9.1% 1.15 1.2% 55% False False 16,569
100 100.38 91.35 9.03 9.4% 1.13 1.2% 54% False False 14,014
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 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.60
2.618 99.64
1.618 98.44
1.000 97.70
0.618 97.24
HIGH 96.50
0.618 96.04
0.500 95.90
0.382 95.76
LOW 95.30
0.618 94.56
1.000 94.10
1.618 93.36
2.618 92.16
4.250 90.20
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 96.09 95.94
PP 96.00 95.68
S1 95.90 95.43

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

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