NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 95.18 97.04 1.86 2.0% 93.44
High 97.21 97.31 0.10 0.1% 97.21
Low 94.67 96.38 1.71 1.8% 92.85
Close 97.04 96.99 -0.05 -0.1% 97.04
Range 2.54 0.93 -1.61 -63.4% 4.36
ATR 1.19 1.17 -0.02 -1.5% 0.00
Volume 15,476 21,976 6,500 42.0% 70,442
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 99.68 99.27 97.50
R3 98.75 98.34 97.25
R2 97.82 97.82 97.16
R1 97.41 97.41 97.08 97.15
PP 96.89 96.89 96.89 96.77
S1 96.48 96.48 96.90 96.22
S2 95.96 95.96 96.82
S3 95.03 95.55 96.73
S4 94.10 94.62 96.48
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 108.78 107.27 99.44
R3 104.42 102.91 98.24
R2 100.06 100.06 97.84
R1 98.55 98.55 97.44 99.31
PP 95.70 95.70 95.70 96.08
S1 94.19 94.19 96.64 94.95
S2 91.34 91.34 96.24
S3 86.98 89.83 95.84
S4 82.62 85.47 94.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.31 93.01 4.30 4.4% 1.31 1.3% 93% True False 15,237
10 97.31 92.85 4.46 4.6% 1.19 1.2% 93% True False 13,453
20 97.31 90.49 6.82 7.0% 1.13 1.2% 95% True False 13,628
40 97.59 90.40 7.19 7.4% 1.03 1.1% 92% False False 11,258
60 97.59 90.40 7.19 7.4% 0.98 1.0% 92% False False 10,017
80 98.67 90.40 8.27 8.5% 0.96 1.0% 80% False False 8,622
100 98.67 90.40 8.27 8.5% 0.95 1.0% 80% False False 7,289
120 99.49 90.40 9.09 9.4% 0.90 0.9% 72% False False 6,397
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.26
2.618 99.74
1.618 98.81
1.000 98.24
0.618 97.88
HIGH 97.31
0.618 96.95
0.500 96.85
0.382 96.74
LOW 96.38
0.618 95.81
1.000 95.45
1.618 94.88
2.618 93.95
4.250 92.43
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 96.94 96.63
PP 96.89 96.27
S1 96.85 95.91

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

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