NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 94.55 93.44 -1.11 -1.2% 94.04
High 94.84 94.00 -0.84 -0.9% 95.31
Low 93.79 92.85 -0.94 -1.0% 92.93
Close 93.87 93.13 -0.74 -0.8% 93.87
Range 1.05 1.15 0.10 9.5% 2.38
ATR 1.08 1.09 0.00 0.4% 0.00
Volume 9,669 16,231 6,562 67.9% 52,194
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 96.78 96.10 93.76
R3 95.63 94.95 93.45
R2 94.48 94.48 93.34
R1 93.80 93.80 93.24 93.57
PP 93.33 93.33 93.33 93.21
S1 92.65 92.65 93.02 92.42
S2 92.18 92.18 92.92
S3 91.03 91.50 92.81
S4 89.88 90.35 92.50
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 101.18 99.90 95.18
R3 98.80 97.52 94.52
R2 96.42 96.42 94.31
R1 95.14 95.14 94.09 94.59
PP 94.04 94.04 94.04 93.76
S1 92.76 92.76 93.65 92.21
S2 91.66 91.66 93.43
S3 89.28 90.38 93.22
S4 86.90 88.00 92.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.31 92.85 2.46 2.6% 1.07 1.1% 11% False True 11,668
10 95.31 92.12 3.19 3.4% 1.09 1.2% 32% False False 12,114
20 95.31 90.40 4.91 5.3% 1.06 1.1% 56% False False 13,588
40 97.59 90.40 7.19 7.7% 0.95 1.0% 38% False False 10,650
60 97.59 90.40 7.19 7.7% 0.95 1.0% 38% False False 9,178
80 98.67 90.40 8.27 8.9% 0.95 1.0% 33% False False 7,838
100 98.67 90.40 8.27 8.9% 0.90 1.0% 33% False False 6,581
120 99.49 90.40 9.09 9.8% 0.87 0.9% 30% False False 5,846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.89
2.618 97.01
1.618 95.86
1.000 95.15
0.618 94.71
HIGH 94.00
0.618 93.56
0.500 93.43
0.382 93.29
LOW 92.85
0.618 92.14
1.000 91.70
1.618 90.99
2.618 89.84
4.250 87.96
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 93.43 94.08
PP 93.33 93.76
S1 93.23 93.45

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

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