NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary
Previous Current
30-Jan-2014 31-Jan-2014 Change Change % Previous Week
Open 96.43 96.53 0.10 0.1% 95.88
High 97.19 96.79 -0.40 -0.4% 97.19
Low 96.20 95.65 -0.55 -0.6% 94.36
Close 96.85 95.80 -1.05 -1.1% 95.80
Range 0.99 1.14 0.15 15.2% 2.83
ATR 1.29 1.28 -0.01 -0.5% 0.00
Volume 28,173 36,059 7,886 28.0% 167,592
Daily Pivots for day following 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.50 98.79 96.43
R3 98.36 97.65 96.11
R2 97.22 97.22 96.01
R1 96.51 96.51 95.90 96.30
PP 96.08 96.08 96.08 95.97
S1 95.37 95.37 95.70 95.16
S2 94.94 94.94 95.59
S3 93.80 94.23 95.49
S4 92.66 93.09 95.17
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 104.27 102.87 97.36
R3 101.44 100.04 96.58
R2 98.61 98.61 96.32
R1 97.21 97.21 96.06 96.50
PP 95.78 95.78 95.78 95.43
S1 94.38 94.38 95.54 93.67
S2 92.95 92.95 95.28
S3 90.12 91.55 95.02
S4 87.29 88.72 94.24
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 3.0% 1.33 1.4% 51% False False 33,518
10 97.19 93.13 4.06 4.2% 1.29 1.3% 66% False False 33,183
20 97.19 91.35 5.84 6.1% 1.31 1.4% 76% False False 31,449
40 99.53 91.35 8.18 8.5% 1.16 1.2% 54% False False 24,086
60 99.53 91.35 8.18 8.5% 1.19 1.2% 54% False False 19,849
80 100.11 91.35 8.76 9.1% 1.16 1.2% 51% False False 17,293
100 100.11 91.35 8.76 9.1% 1.14 1.2% 51% False False 14,589
120 101.55 91.35 10.20 10.6% 1.06 1.1% 44% False False 12,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.64
2.618 99.77
1.618 98.63
1.000 97.93
0.618 97.49
HIGH 96.79
0.618 96.35
0.500 96.22
0.382 96.09
LOW 95.65
0.618 94.95
1.000 94.51
1.618 93.81
2.618 92.67
4.250 90.81
Fisher Pivots for day following 31-Jan-2014
Pivot 1 day 3 day
R1 96.22 96.25
PP 96.08 96.10
S1 95.94 95.95

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

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