NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 92.44 92.49 0.05 0.1% 91.63
High 92.96 93.59 0.63 0.7% 92.96
Low 92.29 92.12 -0.17 -0.2% 90.49
Close 92.70 93.03 0.33 0.4% 92.70
Range 0.67 1.47 0.80 119.4% 2.47
ATR 1.05 1.08 0.03 2.9% 0.00
Volume 7,781 6,656 -1,125 -14.5% 75,251
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 97.32 96.65 93.84
R3 95.85 95.18 93.43
R2 94.38 94.38 93.30
R1 93.71 93.71 93.16 94.05
PP 92.91 92.91 92.91 93.08
S1 92.24 92.24 92.90 92.58
S2 91.44 91.44 92.76
S3 89.97 90.77 92.63
S4 88.50 89.30 92.22
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 93.59 90.62 2.97 3.2% 1.12 1.2% 81% True False 13,212
10 93.59 90.40 3.19 3.4% 1.09 1.2% 82% True False 14,744
20 97.59 90.40 7.19 7.7% 1.02 1.1% 37% False False 10,941
40 97.59 90.40 7.19 7.7% 0.95 1.0% 37% False False 9,157
60 97.59 90.40 7.19 7.7% 0.92 1.0% 37% False False 7,957
80 98.67 90.40 8.27 8.9% 0.92 1.0% 32% False False 6,599
100 99.49 90.40 9.09 9.8% 0.88 0.9% 29% False False 5,685
120 99.49 90.40 9.09 9.8% 0.84 0.9% 29% False False 5,036
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.84
2.618 97.44
1.618 95.97
1.000 95.06
0.618 94.50
HIGH 93.59
0.618 93.03
0.500 92.86
0.382 92.68
LOW 92.12
0.618 91.21
1.000 90.65
1.618 89.74
2.618 88.27
4.250 85.87
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 92.97 92.92
PP 92.91 92.81
S1 92.86 92.70

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

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