NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 94.04 93.22 -0.82 -0.9% 92.49
High 94.26 94.68 0.42 0.4% 94.56
Low 92.93 93.22 0.29 0.3% 92.12
Close 93.12 94.54 1.42 1.5% 93.88
Range 1.33 1.46 0.13 9.8% 2.44
ATR 1.08 1.11 0.03 3.2% 0.00
Volume 10,081 10,801 720 7.1% 52,716
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 98.53 97.99 95.34
R3 97.07 96.53 94.94
R2 95.61 95.61 94.81
R1 95.07 95.07 94.67 95.34
PP 94.15 94.15 94.15 94.28
S1 93.61 93.61 94.41 93.88
S2 92.69 92.69 94.27
S3 91.23 92.15 94.14
S4 89.77 90.69 93.74
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 94.68 92.93 1.75 1.9% 1.10 1.2% 92% True False 13,388
10 94.68 90.62 4.06 4.3% 1.11 1.2% 97% True False 13,300
20 97.34 90.40 6.94 7.3% 1.15 1.2% 60% False False 12,561
40 97.59 90.40 7.19 7.6% 0.95 1.0% 58% False False 10,043
60 97.59 90.40 7.19 7.6% 0.95 1.0% 58% False False 8,787
80 98.67 90.40 8.27 8.7% 0.93 1.0% 50% False False 7,338
100 98.67 90.40 8.27 8.7% 0.89 0.9% 50% False False 6,195
120 99.49 90.40 9.09 9.6% 0.86 0.9% 46% False False 5,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.89
2.618 98.50
1.618 97.04
1.000 96.14
0.618 95.58
HIGH 94.68
0.618 94.12
0.500 93.95
0.382 93.78
LOW 93.22
0.618 92.32
1.000 91.76
1.618 90.86
2.618 89.40
4.250 87.02
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 94.34 94.30
PP 94.15 94.05
S1 93.95 93.81

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

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