NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 97.89 97.56 -0.33 -0.3% 94.72
High 98.21 98.20 -0.01 0.0% 98.01
Low 97.19 97.51 0.32 0.3% 93.73
Close 97.81 97.91 0.10 0.1% 97.84
Range 1.02 0.69 -0.33 -32.4% 4.28
ATR 1.30 1.26 -0.04 -3.4% 0.00
Volume 58,255 59,542 1,287 2.2% 237,116
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 99.94 99.62 98.29
R3 99.25 98.93 98.10
R2 98.56 98.56 98.04
R1 98.24 98.24 97.97 98.40
PP 97.87 97.87 97.87 97.96
S1 97.55 97.55 97.85 97.71
S2 97.18 97.18 97.78
S3 96.49 96.86 97.72
S4 95.80 96.17 97.53
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 109.37 107.88 100.19
R3 105.09 103.60 99.02
R2 100.81 100.81 98.62
R1 99.32 99.32 98.23 100.07
PP 96.53 96.53 96.53 96.90
S1 95.04 95.04 97.45 95.79
S2 92.25 92.25 97.06
S3 87.97 90.76 96.66
S4 83.69 86.48 95.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.21 94.55 3.66 3.7% 1.32 1.4% 92% False False 48,771
10 98.21 93.73 4.48 4.6% 1.23 1.3% 93% False False 47,760
20 98.21 91.17 7.04 7.2% 1.26 1.3% 96% False False 47,035
40 98.60 90.97 7.63 7.8% 1.20 1.2% 91% False False 40,225
60 98.60 90.97 7.63 7.8% 1.19 1.2% 91% False False 39,504
80 98.82 90.97 7.85 8.0% 1.20 1.2% 88% False False 38,743
100 99.46 90.97 8.49 8.7% 1.23 1.3% 82% False False 35,653
120 100.65 90.97 9.68 9.9% 1.25 1.3% 72% False False 33,245
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 101.13
2.618 100.01
1.618 99.32
1.000 98.89
0.618 98.63
HIGH 98.20
0.618 97.94
0.500 97.86
0.382 97.77
LOW 97.51
0.618 97.08
1.000 96.82
1.618 96.39
2.618 95.70
4.250 94.58
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 97.89 97.54
PP 97.87 97.17
S1 97.86 96.80

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

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