NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 93.94 92.73 -1.21 -1.3% 97.34
High 94.21 93.11 -1.10 -1.2% 97.34
Low 92.50 92.14 -0.36 -0.4% 92.50
Close 92.61 92.26 -0.35 -0.4% 92.61
Range 1.71 0.97 -0.74 -43.3% 4.84
ATR 1.00 1.00 0.00 -0.2% 0.00
Volume 7,116 9,836 2,720 38.2% 27,017
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 95.41 94.81 92.79
R3 94.44 93.84 92.53
R2 93.47 93.47 92.44
R1 92.87 92.87 92.35 92.69
PP 92.50 92.50 92.50 92.41
S1 91.90 91.90 92.17 91.72
S2 91.53 91.53 92.08
S3 90.56 90.93 91.99
S4 89.59 89.96 91.73
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 97.34 92.14 5.20 5.6% 1.32 1.4% 2% False True 7,370
10 97.59 92.14 5.45 5.9% 0.94 1.0% 2% False True 7,139
20 97.59 92.14 5.45 5.9% 0.85 0.9% 2% False True 7,591
40 97.59 91.97 5.62 6.1% 0.89 1.0% 5% False False 7,119
60 98.67 91.97 6.70 7.3% 0.90 1.0% 4% False False 6,057
80 98.67 91.97 6.70 7.3% 0.87 0.9% 4% False False 4,935
100 99.49 91.97 7.52 8.2% 0.83 0.9% 4% False False 4,365
120 99.49 91.97 7.52 8.2% 0.80 0.9% 4% False False 4,050
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 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.23
2.618 95.65
1.618 94.68
1.000 94.08
0.618 93.71
HIGH 93.11
0.618 92.74
0.500 92.63
0.382 92.51
LOW 92.14
0.618 91.54
1.000 91.17
1.618 90.57
2.618 89.60
4.250 88.02
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 92.63 94.45
PP 92.50 93.72
S1 92.38 92.99

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

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