NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 91.70 92.30 0.60 0.7% 93.36
High 92.68 92.32 -0.36 -0.4% 93.78
Low 91.52 91.00 -0.52 -0.6% 90.97
Close 92.24 91.35 -0.89 -1.0% 92.24
Range 1.16 1.32 0.16 13.8% 2.81
ATR 1.22 1.23 0.01 0.6% 0.00
Volume 54,241 54,469 228 0.4% 242,472
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 95.52 94.75 92.08
R3 94.20 93.43 91.71
R2 92.88 92.88 91.59
R1 92.11 92.11 91.47 91.84
PP 91.56 91.56 91.56 91.42
S1 90.79 90.79 91.23 90.52
S2 90.24 90.24 91.11
S3 88.92 89.47 90.99
S4 87.60 88.15 90.62
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 100.76 99.31 93.79
R3 97.95 96.50 93.01
R2 95.14 95.14 92.76
R1 93.69 93.69 92.50 93.01
PP 92.33 92.33 92.33 91.99
S1 90.88 90.88 91.98 90.20
S2 89.52 89.52 91.72
S3 86.71 88.07 91.47
S4 83.90 85.26 90.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.42 90.97 2.45 2.7% 1.21 1.3% 16% False False 50,822
10 98.50 90.97 7.53 8.2% 1.42 1.6% 5% False False 40,921
20 98.60 90.97 7.63 8.4% 1.15 1.3% 5% False False 33,415
40 98.60 90.97 7.63 8.4% 1.16 1.3% 5% False False 35,738
60 98.82 90.97 7.85 8.6% 1.18 1.3% 5% False False 35,979
80 99.46 90.97 8.49 9.3% 1.22 1.3% 4% False False 32,807
100 100.65 90.97 9.68 10.6% 1.25 1.4% 4% False False 30,487
120 100.65 90.97 9.68 10.6% 1.23 1.3% 4% False False 28,039
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.93
2.618 95.78
1.618 94.46
1.000 93.64
0.618 93.14
HIGH 92.32
0.618 91.82
0.500 91.66
0.382 91.50
LOW 91.00
0.618 90.18
1.000 89.68
1.618 88.86
2.618 87.54
4.250 85.39
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 91.66 91.83
PP 91.56 91.67
S1 91.45 91.51

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

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