NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 96.53 95.65 -0.88 -0.9% 95.88
High 96.79 95.97 -0.82 -0.8% 97.19
Low 95.65 94.62 -1.03 -1.1% 94.36
Close 95.80 94.90 -0.90 -0.9% 95.80
Range 1.14 1.35 0.21 18.4% 2.83
ATR 1.28 1.29 0.00 0.4% 0.00
Volume 36,059 54,377 18,318 50.8% 167,592
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 99.21 98.41 95.64
R3 97.86 97.06 95.27
R2 96.51 96.51 95.15
R1 95.71 95.71 95.02 95.44
PP 95.16 95.16 95.16 95.03
S1 94.36 94.36 94.78 94.09
S2 93.81 93.81 94.65
S3 92.46 93.01 94.53
S4 91.11 91.66 94.16
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 94.62 2.57 2.7% 1.27 1.3% 11% False True 37,204
10 97.19 93.13 4.06 4.3% 1.33 1.4% 44% False False 36,036
20 97.19 91.35 5.84 6.2% 1.29 1.4% 61% False False 32,765
40 99.53 91.35 8.18 8.6% 1.17 1.2% 43% False False 24,774
60 99.53 91.35 8.18 8.6% 1.19 1.2% 43% False False 20,549
80 100.11 91.35 8.76 9.2% 1.17 1.2% 41% False False 17,889
100 100.11 91.35 8.76 9.2% 1.14 1.2% 41% False False 15,090
120 101.55 91.35 10.20 10.7% 1.06 1.1% 35% False False 13,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.71
2.618 99.50
1.618 98.15
1.000 97.32
0.618 96.80
HIGH 95.97
0.618 95.45
0.500 95.30
0.382 95.14
LOW 94.62
0.618 93.79
1.000 93.27
1.618 92.44
2.618 91.09
4.250 88.88
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 95.30 95.91
PP 95.16 95.57
S1 95.03 95.24

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

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