NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 95.31 95.63 0.32 0.3% 93.07
High 95.69 96.29 0.60 0.6% 95.53
Low 94.56 95.36 0.80 0.8% 92.68
Close 95.38 95.93 0.55 0.6% 94.76
Range 1.13 0.93 -0.20 -17.7% 2.85
ATR 1.26 1.23 -0.02 -1.9% 0.00
Volume 43,294 41,132 -2,162 -5.0% 192,430
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 98.65 98.22 96.44
R3 97.72 97.29 96.19
R2 96.79 96.79 96.10
R1 96.36 96.36 96.02 96.58
PP 95.86 95.86 95.86 95.97
S1 95.43 95.43 95.84 95.65
S2 94.93 94.93 95.76
S3 94.00 94.50 95.67
S4 93.07 93.57 95.42
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 96.29 93.67 2.62 2.7% 1.24 1.3% 86% True False 47,645
10 96.29 92.57 3.72 3.9% 1.18 1.2% 90% True False 44,808
20 97.74 90.97 6.77 7.1% 1.35 1.4% 73% False False 45,380
40 98.60 90.97 7.63 8.0% 1.15 1.2% 65% False False 39,780
60 98.60 90.97 7.63 8.0% 1.18 1.2% 65% False False 37,414
80 99.46 90.97 8.49 8.9% 1.21 1.3% 58% False False 36,315
100 99.46 90.97 8.49 8.9% 1.24 1.3% 58% False False 33,288
120 100.65 90.97 9.68 10.1% 1.23 1.3% 51% False False 31,051
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.24
2.618 98.72
1.618 97.79
1.000 97.22
0.618 96.86
HIGH 96.29
0.618 95.93
0.500 95.83
0.382 95.72
LOW 95.36
0.618 94.79
1.000 94.43
1.618 93.86
2.618 92.93
4.250 91.41
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 95.90 95.67
PP 95.86 95.41
S1 95.83 95.15

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

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