NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 07-Feb-2014
Day Change Summary
Previous Current
06-Feb-2014 07-Feb-2014 Change Change % Previous Week
Open 95.95 96.87 0.92 1.0% 95.65
High 97.35 98.82 1.47 1.5% 98.82
Low 95.95 96.08 0.13 0.1% 94.62
Close 96.66 98.62 1.96 2.0% 98.62
Range 1.40 2.74 1.34 95.7% 4.20
ATR 1.29 1.39 0.10 8.0% 0.00
Volume 43,559 47,027 3,468 8.0% 232,222
Daily Pivots for day following 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 106.06 105.08 100.13
R3 103.32 102.34 99.37
R2 100.58 100.58 99.12
R1 99.60 99.60 98.87 100.09
PP 97.84 97.84 97.84 98.09
S1 96.86 96.86 98.37 97.35
S2 95.10 95.10 98.12
S3 92.36 94.12 97.87
S4 89.62 91.38 97.11
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 109.95 108.49 100.93
R3 105.75 104.29 99.78
R2 101.55 101.55 99.39
R1 100.09 100.09 99.01 100.82
PP 97.35 97.35 97.35 97.72
S1 95.89 95.89 98.24 96.62
S2 93.15 93.15 97.85
S3 88.95 91.69 97.47
S4 84.75 87.49 96.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.82 94.62 4.20 4.3% 1.59 1.6% 95% True False 46,444
10 98.82 94.36 4.46 4.5% 1.46 1.5% 96% True False 39,981
20 98.82 91.39 7.43 7.5% 1.38 1.4% 97% True False 36,332
40 99.53 91.35 8.18 8.3% 1.26 1.3% 89% False False 27,195
60 99.53 91.35 8.18 8.3% 1.23 1.2% 89% False False 22,778
80 100.11 91.35 8.76 8.9% 1.18 1.2% 83% False False 19,735
100 100.11 91.35 8.76 8.9% 1.18 1.2% 83% False False 16,731
120 101.55 91.35 10.20 10.3% 1.10 1.1% 71% False False 14,503
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 110.47
2.618 105.99
1.618 103.25
1.000 101.56
0.618 100.51
HIGH 98.82
0.618 97.77
0.500 97.45
0.382 97.13
LOW 96.08
0.618 94.39
1.000 93.34
1.618 91.65
2.618 88.91
4.250 84.44
Fisher Pivots for day following 07-Feb-2014
Pivot 1 day 3 day
R1 98.23 98.12
PP 97.84 97.61
S1 97.45 97.11

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

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