NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 98.55 98.97 0.42 0.4% 95.65
High 99.11 99.91 0.80 0.8% 98.82
Low 98.31 98.84 0.53 0.5% 94.62
Close 98.70 99.17 0.47 0.5% 98.62
Range 0.80 1.07 0.27 33.8% 4.20
ATR 1.34 1.33 -0.01 -0.7% 0.00
Volume 70,130 53,589 -16,541 -23.6% 232,222
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 102.52 101.91 99.76
R3 101.45 100.84 99.46
R2 100.38 100.38 99.37
R1 99.77 99.77 99.27 100.08
PP 99.31 99.31 99.31 99.46
S1 98.70 98.70 99.07 99.01
S2 98.24 98.24 98.97
S3 97.17 97.63 98.88
S4 96.10 96.56 98.58
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 99.91 95.95 3.96 4.0% 1.44 1.4% 81% True False 53,172
10 99.91 94.62 5.29 5.3% 1.31 1.3% 86% True False 47,173
20 99.91 92.13 7.78 7.8% 1.34 1.4% 90% True False 40,418
40 99.91 91.35 8.56 8.6% 1.26 1.3% 91% True False 30,004
60 99.91 91.35 8.56 8.6% 1.21 1.2% 91% True False 25,056
80 99.91 91.35 8.56 8.6% 1.17 1.2% 91% True False 21,518
100 100.11 91.35 8.76 8.8% 1.16 1.2% 89% False False 18,339
120 101.55 91.35 10.20 10.3% 1.11 1.1% 77% False False 15,895
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.46
2.618 102.71
1.618 101.64
1.000 100.98
0.618 100.57
HIGH 99.91
0.618 99.50
0.500 99.38
0.382 99.25
LOW 98.84
0.618 98.18
1.000 97.77
1.618 97.11
2.618 96.04
4.250 94.29
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 99.38 99.08
PP 99.31 98.99
S1 99.24 98.90

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

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