NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 91.01 91.63 0.62 0.7% 92.73
High 91.89 91.63 -0.26 -0.3% 93.11
Low 91.01 90.49 -0.52 -0.6% 90.40
Close 91.59 90.75 -0.84 -0.9% 91.59
Range 0.88 1.14 0.26 29.5% 2.71
ATR 1.04 1.04 0.01 0.7% 0.00
Volume 18,660 15,847 -2,813 -15.1% 75,372
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 94.38 93.70 91.38
R3 93.24 92.56 91.06
R2 92.10 92.10 90.96
R1 91.42 91.42 90.85 91.19
PP 90.96 90.96 90.96 90.84
S1 90.28 90.28 90.65 90.05
S2 89.82 89.82 90.54
S3 88.68 89.14 90.44
S4 87.54 88.00 90.12
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 92.73 90.40 2.33 2.6% 1.06 1.2% 15% False False 16,276
10 97.34 90.40 6.94 7.6% 1.19 1.3% 5% False False 11,823
20 97.59 90.40 7.19 7.9% 0.95 1.0% 5% False False 9,179
40 97.59 90.40 7.19 7.9% 0.91 1.0% 5% False False 8,443
60 97.78 90.40 7.38 8.1% 0.91 1.0% 5% False False 7,168
80 98.67 90.40 8.27 9.1% 0.89 1.0% 4% False False 5,883
100 99.49 90.40 9.09 10.0% 0.86 0.9% 4% False False 5,103
120 99.49 90.40 9.09 10.0% 0.82 0.9% 4% False False 4,563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.48
2.618 94.61
1.618 93.47
1.000 92.77
0.618 92.33
HIGH 91.63
0.618 91.19
0.500 91.06
0.382 90.93
LOW 90.49
0.618 89.79
1.000 89.35
1.618 88.65
2.618 87.51
4.250 85.65
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 91.06 91.15
PP 90.96 91.01
S1 90.85 90.88

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

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