NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 92.73 92.46 -0.27 -0.3% 97.34
High 93.11 92.73 -0.38 -0.4% 97.34
Low 92.14 92.13 -0.01 0.0% 92.50
Close 92.26 92.16 -0.10 -0.1% 92.61
Range 0.97 0.60 -0.37 -38.1% 4.84
ATR 1.00 0.97 -0.03 -2.9% 0.00
Volume 9,836 14,888 5,052 51.4% 27,017
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 94.14 93.75 92.49
R3 93.54 93.15 92.33
R2 92.94 92.94 92.27
R1 92.55 92.55 92.22 92.45
PP 92.34 92.34 92.34 92.29
S1 91.95 91.95 92.11 91.85
S2 91.74 91.74 92.05
S3 91.14 91.35 92.00
S4 90.54 90.75 91.83
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 96.75 92.13 4.62 5.0% 1.33 1.4% 1% False True 8,486
10 97.59 92.13 5.46 5.9% 0.94 1.0% 1% False True 7,501
20 97.59 92.13 5.46 5.9% 0.87 0.9% 1% False True 7,904
40 97.59 91.97 5.62 6.1% 0.88 1.0% 3% False False 7,356
60 98.67 91.97 6.70 7.3% 0.89 1.0% 3% False False 6,268
80 98.67 91.97 6.70 7.3% 0.87 0.9% 3% False False 5,111
100 99.49 91.97 7.52 8.2% 0.83 0.9% 3% False False 4,494
120 99.49 91.97 7.52 8.2% 0.80 0.9% 3% False False 4,166
Crabel Price Patterns
NR True
NR4 True
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 0.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.28
2.618 94.30
1.618 93.70
1.000 93.33
0.618 93.10
HIGH 92.73
0.618 92.50
0.500 92.43
0.382 92.36
LOW 92.13
0.618 91.76
1.000 91.53
1.618 91.16
2.618 90.56
4.250 89.58
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 92.43 93.17
PP 92.34 92.83
S1 92.25 92.50

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

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