NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 89.40 89.63 0.23 0.3% 91.45
High 90.06 91.07 1.01 1.1% 91.72
Low 89.32 89.58 0.26 0.3% 89.18
Close 89.71 90.78 1.07 1.2% 90.10
Range 0.74 1.49 0.75 101.4% 2.54
ATR 0.93 0.97 0.04 4.3% 0.00
Volume 13,769 12,165 -1,604 -11.6% 63,044
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 94.95 94.35 91.60
R3 93.46 92.86 91.19
R2 91.97 91.97 91.05
R1 91.37 91.37 90.92 91.67
PP 90.48 90.48 90.48 90.63
S1 89.88 89.88 90.64 90.18
S2 88.99 88.99 90.51
S3 87.50 88.39 90.37
S4 86.01 86.90 89.96
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 97.95 96.57 91.50
R3 95.41 94.03 90.80
R2 92.87 92.87 90.57
R1 91.49 91.49 90.33 90.91
PP 90.33 90.33 90.33 90.05
S1 88.95 88.95 89.87 88.37
S2 87.79 87.79 89.63
S3 85.25 86.41 89.40
S4 82.71 83.87 88.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.07 89.09 1.98 2.2% 1.08 1.2% 85% True False 13,273
10 95.18 89.09 6.09 6.7% 1.26 1.4% 28% False False 11,831
20 95.62 89.09 6.53 7.2% 0.94 1.0% 26% False False 9,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.40
2.618 94.97
1.618 93.48
1.000 92.56
0.618 91.99
HIGH 91.07
0.618 90.50
0.500 90.33
0.382 90.15
LOW 89.58
0.618 88.66
1.000 88.09
1.618 87.17
2.618 85.68
4.250 83.25
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 90.63 90.55
PP 90.48 90.31
S1 90.33 90.08

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

View Archives - Comment on this page... - Back to Index of Symbols