NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 92.11 92.44 0.33 0.4% 91.63
High 92.59 92.96 0.37 0.4% 92.96
Low 91.81 92.29 0.48 0.5% 90.49
Close 92.13 92.70 0.57 0.6% 92.70
Range 0.78 0.67 -0.11 -14.1% 2.47
ATR 1.06 1.05 -0.02 -1.6% 0.00
Volume 17,302 7,781 -9,521 -55.0% 75,251
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 94.66 94.35 93.07
R3 93.99 93.68 92.88
R2 93.32 93.32 92.82
R1 93.01 93.01 92.76 93.17
PP 92.65 92.65 92.65 92.73
S1 92.34 92.34 92.64 92.50
S2 91.98 91.98 92.58
S3 91.31 91.67 92.52
S4 90.64 91.00 92.33
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.46 98.55 94.06
R3 96.99 96.08 93.38
R2 94.52 94.52 93.15
R1 93.61 93.61 92.93 94.07
PP 92.05 92.05 92.05 92.28
S1 91.14 91.14 92.47 91.60
S2 89.58 89.58 92.25
S3 87.11 88.67 92.02
S4 84.64 86.20 91.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.96 90.49 2.47 2.7% 1.05 1.1% 89% True False 15,050
10 93.11 90.40 2.71 2.9% 1.04 1.1% 85% False False 15,062
20 97.59 90.40 7.19 7.8% 0.99 1.1% 32% False False 11,051
40 97.59 90.40 7.19 7.8% 0.94 1.0% 32% False False 9,081
60 97.59 90.40 7.19 7.8% 0.93 1.0% 32% False False 7,937
80 98.67 90.40 8.27 8.9% 0.90 1.0% 28% False False 6,538
100 99.49 90.40 9.09 9.8% 0.88 0.9% 25% False False 5,627
120 99.49 90.40 9.09 9.8% 0.83 0.9% 25% False False 4,988
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.14
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 95.81
2.618 94.71
1.618 94.04
1.000 93.63
0.618 93.37
HIGH 92.96
0.618 92.70
0.500 92.63
0.382 92.55
LOW 92.29
0.618 91.88
1.000 91.62
1.618 91.21
2.618 90.54
4.250 89.44
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 92.68 92.46
PP 92.65 92.22
S1 92.63 91.98

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

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