NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 95.01 94.95 -0.06 -0.1% 93.07
High 95.53 95.42 -0.11 -0.1% 95.53
Low 94.79 94.35 -0.44 -0.5% 92.68
Close 95.05 94.76 -0.29 -0.3% 94.76
Range 0.74 1.07 0.33 44.6% 2.85
ATR 1.23 1.22 -0.01 -0.9% 0.00
Volume 55,716 68,671 12,955 23.3% 192,430
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 98.05 97.48 95.35
R3 96.98 96.41 95.05
R2 95.91 95.91 94.96
R1 95.34 95.34 94.86 95.09
PP 94.84 94.84 94.84 94.72
S1 94.27 94.27 94.66 94.02
S2 93.77 93.77 94.56
S3 92.70 93.20 94.47
S4 91.63 92.13 94.17
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 102.87 101.67 96.33
R3 100.02 98.82 95.54
R2 97.17 97.17 95.28
R1 95.97 95.97 95.02 96.57
PP 94.32 94.32 94.32 94.63
S1 93.12 93.12 94.50 93.72
S2 91.47 91.47 94.24
S3 88.62 90.27 93.98
S4 85.77 87.42 93.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.53 92.68 2.85 3.0% 1.16 1.2% 73% False False 45,792
10 95.53 91.00 4.53 4.8% 1.22 1.3% 83% False False 48,667
20 98.60 90.97 7.63 8.1% 1.27 1.3% 50% False False 40,554
40 98.60 90.97 7.63 8.1% 1.16 1.2% 50% False False 38,083
60 98.60 90.97 7.63 8.1% 1.16 1.2% 50% False False 37,096
80 99.46 90.97 8.49 9.0% 1.21 1.3% 45% False False 35,267
100 99.49 90.97 8.52 9.0% 1.24 1.3% 44% False False 32,387
120 100.65 90.97 9.68 10.2% 1.24 1.3% 39% False False 30,051
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.97
2.618 98.22
1.618 97.15
1.000 96.49
0.618 96.08
HIGH 95.42
0.618 95.01
0.500 94.89
0.382 94.76
LOW 94.35
0.618 93.69
1.000 93.28
1.618 92.62
2.618 91.55
4.250 89.80
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 94.89 94.75
PP 94.84 94.75
S1 94.80 94.74

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

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