NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 04-Feb-2014
Day Change Summary
Previous Current
03-Feb-2014 04-Feb-2014 Change Change % Previous Week
Open 93.44 93.17 -0.27 -0.3% 94.04
High 94.00 94.09 0.09 0.1% 95.31
Low 92.85 93.01 0.16 0.2% 92.93
Close 93.13 93.85 0.72 0.8% 93.87
Range 1.15 1.08 -0.07 -6.1% 2.38
ATR 1.09 1.09 0.00 -0.1% 0.00
Volume 16,231 17,017 786 4.8% 52,194
Daily Pivots for day following 04-Feb-2014
Classic Woodie Camarilla DeMark
R4 96.89 96.45 94.44
R3 95.81 95.37 94.15
R2 94.73 94.73 94.05
R1 94.29 94.29 93.95 94.51
PP 93.65 93.65 93.65 93.76
S1 93.21 93.21 93.75 93.43
S2 92.57 92.57 93.65
S3 91.49 92.13 93.55
S4 90.41 91.05 93.26
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% 0.99 1.1% 41% False False 12,912
10 95.31 92.85 2.46 2.6% 1.05 1.1% 41% False False 13,150
20 95.31 90.40 4.91 5.2% 1.07 1.1% 70% False False 13,947
40 97.59 90.40 7.19 7.7% 0.96 1.0% 48% False False 10,769
60 97.59 90.40 7.19 7.7% 0.95 1.0% 48% False False 9,395
80 98.67 90.40 8.27 8.8% 0.94 1.0% 42% False False 8,030
100 98.67 90.40 8.27 8.8% 0.91 1.0% 42% False False 6,737
120 99.49 90.40 9.09 9.7% 0.87 0.9% 38% False False 5,962
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.68
2.618 96.92
1.618 95.84
1.000 95.17
0.618 94.76
HIGH 94.09
0.618 93.68
0.500 93.55
0.382 93.42
LOW 93.01
0.618 92.34
1.000 91.93
1.618 91.26
2.618 90.18
4.250 88.42
Fisher Pivots for day following 04-Feb-2014
Pivot 1 day 3 day
R1 93.75 93.85
PP 93.65 93.85
S1 93.55 93.85

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

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