NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 97.04 96.83 -0.21 -0.2% 93.44
High 97.31 97.37 0.06 0.1% 97.21
Low 96.38 96.72 0.34 0.4% 92.85
Close 96.99 97.15 0.16 0.2% 97.04
Range 0.93 0.65 -0.28 -30.1% 4.36
ATR 1.17 1.13 -0.04 -3.2% 0.00
Volume 21,976 21,437 -539 -2.5% 70,442
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 99.03 98.74 97.51
R3 98.38 98.09 97.33
R2 97.73 97.73 97.27
R1 97.44 97.44 97.21 97.59
PP 97.08 97.08 97.08 97.15
S1 96.79 96.79 97.09 96.94
S2 96.43 96.43 97.03
S3 95.78 96.14 96.97
S4 95.13 95.49 96.79
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 97.37 93.76 3.61 3.7% 1.22 1.3% 94% True False 16,121
10 97.37 92.85 4.52 4.7% 1.11 1.1% 95% True False 14,516
20 97.37 90.62 6.75 6.9% 1.11 1.1% 97% True False 13,908
40 97.59 90.40 7.19 7.4% 1.03 1.1% 94% False False 11,544
60 97.59 90.40 7.19 7.4% 0.98 1.0% 94% False False 10,265
80 97.78 90.40 7.38 7.6% 0.96 1.0% 91% False False 8,853
100 98.67 90.40 8.27 8.5% 0.93 1.0% 82% False False 7,488
120 99.49 90.40 9.09 9.4% 0.90 0.9% 74% False False 6,570
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 100.13
2.618 99.07
1.618 98.42
1.000 98.02
0.618 97.77
HIGH 97.37
0.618 97.12
0.500 97.05
0.382 96.97
LOW 96.72
0.618 96.32
1.000 96.07
1.618 95.67
2.618 95.02
4.250 93.96
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 97.12 96.77
PP 97.08 96.40
S1 97.05 96.02

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

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