NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 96.75 93.94 -2.81 -2.9% 97.34
High 96.75 94.21 -2.54 -2.6% 97.34
Low 93.93 92.50 -1.43 -1.5% 92.50
Close 93.95 92.61 -1.34 -1.4% 92.61
Range 2.82 1.71 -1.11 -39.4% 4.84
ATR 0.95 1.00 0.05 5.7% 0.00
Volume 4,459 7,116 2,657 59.6% 27,017
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 98.24 97.13 93.55
R3 96.53 95.42 93.08
R2 94.82 94.82 92.92
R1 93.71 93.71 92.77 93.41
PP 93.11 93.11 93.11 92.96
S1 92.00 92.00 92.45 91.70
S2 91.40 91.40 92.30
S3 89.69 90.29 92.14
S4 87.98 88.58 91.67
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 108.67 105.48 95.27
R3 103.83 100.64 93.94
R2 98.99 98.99 93.50
R1 95.80 95.80 93.05 94.98
PP 94.15 94.15 94.15 93.74
S1 90.96 90.96 92.17 90.14
S2 89.31 89.31 91.72
S3 84.47 86.12 91.28
S4 79.63 81.28 89.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.59 92.50 5.09 5.5% 1.32 1.4% 2% False True 6,224
10 97.59 92.50 5.09 5.5% 0.94 1.0% 2% False True 7,041
20 97.59 92.50 5.09 5.5% 0.84 0.9% 2% False True 7,712
40 97.59 91.97 5.62 6.1% 0.90 1.0% 11% False False 6,973
60 98.67 91.97 6.70 7.2% 0.91 1.0% 10% False False 5,922
80 98.67 91.97 6.70 7.2% 0.86 0.9% 10% False False 4,829
100 99.49 91.97 7.52 8.1% 0.83 0.9% 9% False False 4,297
120 99.49 91.97 7.52 8.1% 0.80 0.9% 9% False False 3,988
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.48
2.618 98.69
1.618 96.98
1.000 95.92
0.618 95.27
HIGH 94.21
0.618 93.56
0.500 93.36
0.382 93.15
LOW 92.50
0.618 91.44
1.000 90.79
1.618 89.73
2.618 88.02
4.250 85.23
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 93.36 94.63
PP 93.11 93.95
S1 92.86 93.28

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

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