NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary
Previous Current
21-Jan-2014 22-Jan-2014 Change Change % Previous Week
Open 92.49 93.30 0.81 0.9% 91.63
High 93.59 94.45 0.86 0.9% 92.96
Low 92.12 93.30 1.18 1.3% 90.49
Close 93.03 94.23 1.20 1.3% 92.70
Range 1.47 1.15 -0.32 -21.8% 2.47
ATR 1.08 1.10 0.02 2.3% 0.00
Volume 6,656 7,046 390 5.9% 75,251
Daily Pivots for day following 22-Jan-2014
Classic Woodie Camarilla DeMark
R4 97.44 96.99 94.86
R3 96.29 95.84 94.55
R2 95.14 95.14 94.44
R1 94.69 94.69 94.34 94.92
PP 93.99 93.99 93.99 94.11
S1 93.54 93.54 94.12 93.77
S2 92.84 92.84 94.02
S3 91.69 92.39 93.91
S4 90.54 91.24 93.60
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 94.45 91.00 3.45 3.7% 1.17 1.2% 94% True False 11,910
10 94.45 90.40 4.05 4.3% 1.15 1.2% 95% True False 13,960
20 97.59 90.40 7.19 7.6% 1.04 1.1% 53% False False 10,730
40 97.59 90.40 7.19 7.6% 0.95 1.0% 53% False False 9,177
60 97.59 90.40 7.19 7.6% 0.92 1.0% 53% False False 7,998
80 98.67 90.40 8.27 8.8% 0.93 1.0% 46% False False 6,670
100 98.67 90.40 8.27 8.8% 0.88 0.9% 46% False False 5,715
120 99.49 90.40 9.09 9.6% 0.84 0.9% 42% False False 5,087
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.34
2.618 97.46
1.618 96.31
1.000 95.60
0.618 95.16
HIGH 94.45
0.618 94.01
0.500 93.88
0.382 93.74
LOW 93.30
0.618 92.59
1.000 92.15
1.618 91.44
2.618 90.29
4.250 88.41
Fisher Pivots for day following 22-Jan-2014
Pivot 1 day 3 day
R1 94.11 93.92
PP 93.99 93.60
S1 93.88 93.29

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

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