NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 06-Feb-2014
Day Change Summary
Previous Current
05-Feb-2014 06-Feb-2014 Change Change % Previous Week
Open 94.17 94.50 0.33 0.4% 94.04
High 94.67 95.57 0.90 1.0% 95.31
Low 93.76 94.50 0.74 0.8% 92.93
Close 94.40 95.18 0.78 0.8% 93.87
Range 0.91 1.07 0.16 17.6% 2.38
ATR 1.08 1.08 0.01 0.6% 0.00
Volume 10,511 11,207 696 6.6% 52,194
Daily Pivots for day following 06-Feb-2014
Classic Woodie Camarilla DeMark
R4 98.29 97.81 95.77
R3 97.22 96.74 95.47
R2 96.15 96.15 95.38
R1 95.67 95.67 95.28 95.91
PP 95.08 95.08 95.08 95.21
S1 94.60 94.60 95.08 94.84
S2 94.01 94.01 94.98
S3 92.94 93.53 94.89
S4 91.87 92.46 94.59
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 95.57 92.85 2.72 2.9% 1.05 1.1% 86% True False 12,927
10 95.57 92.85 2.72 2.9% 1.07 1.1% 86% True False 12,785
20 95.57 90.40 5.17 5.4% 1.07 1.1% 92% True False 13,698
40 97.59 90.40 7.19 7.6% 0.99 1.0% 66% False False 10,927
60 97.59 90.40 7.19 7.6% 0.96 1.0% 66% False False 9,575
80 98.67 90.40 8.27 8.7% 0.94 1.0% 58% False False 8,226
100 98.67 90.40 8.27 8.7% 0.92 1.0% 58% False False 6,934
120 99.49 90.40 9.09 9.6% 0.88 0.9% 53% False False 6,116
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.12
2.618 98.37
1.618 97.30
1.000 96.64
0.618 96.23
HIGH 95.57
0.618 95.16
0.500 95.04
0.382 94.91
LOW 94.50
0.618 93.84
1.000 93.43
1.618 92.77
2.618 91.70
4.250 89.95
Fisher Pivots for day following 06-Feb-2014
Pivot 1 day 3 day
R1 95.13 94.88
PP 95.08 94.59
S1 95.04 94.29

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

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