NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 91.35 91.01 -0.34 -0.4% 92.73
High 91.68 91.89 0.21 0.2% 93.11
Low 90.40 91.01 0.61 0.7% 90.40
Close 90.69 91.59 0.90 1.0% 91.59
Range 1.28 0.88 -0.40 -31.3% 2.71
ATR 1.02 1.04 0.01 1.2% 0.00
Volume 20,175 18,660 -1,515 -7.5% 75,372
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 94.14 93.74 92.07
R3 93.26 92.86 91.83
R2 92.38 92.38 91.75
R1 91.98 91.98 91.67 92.18
PP 91.50 91.50 91.50 91.60
S1 91.10 91.10 91.51 91.30
S2 90.62 90.62 91.43
S3 89.74 90.22 91.35
S4 88.86 89.34 91.11
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.83 98.42 93.08
R3 97.12 95.71 92.34
R2 94.41 94.41 92.09
R1 93.00 93.00 91.84 92.35
PP 91.70 91.70 91.70 91.38
S1 90.29 90.29 91.34 89.64
S2 88.99 88.99 91.09
S3 86.28 87.58 90.84
S4 83.57 84.87 90.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.11 90.40 2.71 3.0% 1.03 1.1% 44% False False 15,074
10 97.59 90.40 7.19 7.9% 1.18 1.3% 17% False False 10,649
20 97.59 90.40 7.19 7.9% 0.93 1.0% 17% False False 8,887
40 97.59 90.40 7.19 7.9% 0.90 1.0% 17% False False 8,211
60 98.67 90.40 8.27 9.0% 0.91 1.0% 14% False False 6,953
80 98.67 90.40 8.27 9.0% 0.90 1.0% 14% False False 5,705
100 99.49 90.40 9.09 9.9% 0.86 0.9% 13% False False 4,951
120 99.49 90.40 9.09 9.9% 0.82 0.9% 13% False False 4,457
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 0.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.63
2.618 94.19
1.618 93.31
1.000 92.77
0.618 92.43
HIGH 91.89
0.618 91.55
0.500 91.45
0.382 91.35
LOW 91.01
0.618 90.47
1.000 90.13
1.618 89.59
2.618 88.71
4.250 87.27
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 91.54 91.53
PP 91.50 91.47
S1 91.45 91.41

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

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