NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 96.02 96.43 0.41 0.4% 93.73
High 96.50 97.19 0.69 0.7% 96.45
Low 95.30 96.20 0.90 0.9% 93.13
Close 96.19 96.85 0.66 0.7% 95.56
Range 1.20 0.99 -0.21 -17.5% 3.32
ATR 1.31 1.29 -0.02 -1.7% 0.00
Volume 33,335 28,173 -5,162 -15.5% 138,396
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.72 99.27 97.39
R3 98.73 98.28 97.12
R2 97.74 97.74 97.03
R1 97.29 97.29 96.94 97.52
PP 96.75 96.75 96.75 96.86
S1 96.30 96.30 96.76 96.53
S2 95.76 95.76 96.67
S3 94.77 95.31 96.58
S4 93.78 94.32 96.31
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 97.19 94.36 2.83 2.9% 1.33 1.4% 88% True False 36,996
10 97.19 93.13 4.06 4.2% 1.27 1.3% 92% True False 32,222
20 98.42 91.35 7.07 7.3% 1.42 1.5% 78% False False 30,217
40 99.53 91.35 8.18 8.4% 1.18 1.2% 67% False False 23,637
60 99.53 91.35 8.18 8.4% 1.18 1.2% 67% False False 19,450
80 100.11 91.35 8.76 9.0% 1.16 1.2% 63% False False 16,872
100 100.11 91.35 8.76 9.0% 1.13 1.2% 63% False False 14,262
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.24
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.40
2.618 99.78
1.618 98.79
1.000 98.18
0.618 97.80
HIGH 97.19
0.618 96.81
0.500 96.70
0.382 96.58
LOW 96.20
0.618 95.59
1.000 95.21
1.618 94.60
2.618 93.61
4.250 91.99
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 96.80 96.56
PP 96.75 96.27
S1 96.70 95.98

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

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