NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 94.23 94.00 -0.23 -0.2% 92.49
High 94.56 94.38 -0.18 -0.2% 94.56
Low 93.90 93.46 -0.44 -0.5% 92.12
Close 94.10 93.88 -0.22 -0.2% 93.88
Range 0.66 0.92 0.26 39.4% 2.44
ATR 1.07 1.06 -0.01 -1.0% 0.00
Volume 18,316 20,698 2,382 13.0% 52,716
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.67 96.19 94.39
R3 95.75 95.27 94.13
R2 94.83 94.83 94.05
R1 94.35 94.35 93.96 94.13
PP 93.91 93.91 93.91 93.80
S1 93.43 93.43 93.80 93.21
S2 92.99 92.99 93.71
S3 92.07 92.51 93.63
S4 91.15 91.59 93.37
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 100.84 99.80 95.22
R3 98.40 97.36 94.55
R2 95.96 95.96 94.33
R1 94.92 94.92 94.10 95.44
PP 93.52 93.52 93.52 93.78
S1 92.48 92.48 93.66 93.00
S2 91.08 91.08 93.43
S3 88.64 90.04 93.21
S4 86.20 87.60 92.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.56 92.12 2.44 2.6% 0.97 1.0% 72% False False 12,099
10 94.56 90.49 4.07 4.3% 1.03 1.1% 83% False False 14,662
20 97.59 90.40 7.19 7.7% 1.08 1.2% 48% False False 11,937
40 97.59 90.40 7.19 7.7% 0.94 1.0% 48% False False 9,847
60 97.59 90.40 7.19 7.7% 0.92 1.0% 48% False False 8,535
80 98.67 90.40 8.27 8.8% 0.93 1.0% 42% False False 7,127
100 98.67 90.40 8.27 8.8% 0.88 0.9% 42% False False 6,048
120 99.49 90.40 9.09 9.7% 0.85 0.9% 38% False False 5,368
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.29
2.618 96.79
1.618 95.87
1.000 95.30
0.618 94.95
HIGH 94.38
0.618 94.03
0.500 93.92
0.382 93.81
LOW 93.46
0.618 92.89
1.000 92.54
1.618 91.97
2.618 91.05
4.250 89.55
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 93.92 93.93
PP 93.91 93.91
S1 93.89 93.90

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

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