NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 93.22 94.33 1.11 1.2% 92.49
High 94.68 94.68 0.00 0.0% 94.56
Low 93.22 93.80 0.58 0.6% 92.12
Close 94.54 94.47 -0.07 -0.1% 93.88
Range 1.46 0.88 -0.58 -39.7% 2.44
ATR 1.11 1.10 -0.02 -1.5% 0.00
Volume 10,801 9,171 -1,630 -15.1% 52,716
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.96 96.59 94.95
R3 96.08 95.71 94.71
R2 95.20 95.20 94.63
R1 94.83 94.83 94.55 95.02
PP 94.32 94.32 94.32 94.41
S1 93.95 93.95 94.39 94.14
S2 93.44 93.44 94.31
S3 92.56 93.07 94.23
S4 91.68 92.19 93.99
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% 1.05 1.1% 88% True False 13,813
10 94.68 91.00 3.68 3.9% 1.11 1.2% 94% True False 12,862
20 96.75 90.40 6.35 6.7% 1.17 1.2% 64% False False 12,554
40 97.59 90.40 7.19 7.6% 0.94 1.0% 57% False False 10,132
60 97.59 90.40 7.19 7.6% 0.96 1.0% 57% False False 8,813
80 98.67 90.40 8.27 8.8% 0.93 1.0% 49% False False 7,414
100 98.67 90.40 8.27 8.8% 0.89 0.9% 49% False False 6,263
120 99.49 90.40 9.09 9.6% 0.86 0.9% 45% False False 5,570
Crabel Price Patterns
NR True
NR4 True
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 0.21
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.42
2.618 96.98
1.618 96.10
1.000 95.56
0.618 95.22
HIGH 94.68
0.618 94.34
0.500 94.24
0.382 94.14
LOW 93.80
0.618 93.26
1.000 92.92
1.618 92.38
2.618 91.50
4.250 90.06
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 94.39 94.25
PP 94.32 94.03
S1 94.24 93.81

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

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