NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 92.27 92.00 -0.27 -0.3% 90.76
High 92.74 92.38 -0.36 -0.4% 92.74
Low 92.08 91.65 -0.43 -0.5% 90.40
Close 92.25 92.10 -0.15 -0.2% 92.10
Range 0.66 0.73 0.07 10.6% 2.34
ATR 0.97 0.96 -0.02 -1.8% 0.00
Volume 11,613 18,615 7,002 60.3% 45,937
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 94.23 93.90 92.50
R3 93.50 93.17 92.30
R2 92.77 92.77 92.23
R1 92.44 92.44 92.17 92.61
PP 92.04 92.04 92.04 92.13
S1 91.71 91.71 92.03 91.88
S2 91.31 91.31 91.97
S3 90.58 90.98 91.90
S4 89.85 90.25 91.70
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 98.77 97.77 93.39
R3 96.43 95.43 92.74
R2 94.09 94.09 92.53
R1 93.09 93.09 92.31 93.59
PP 91.75 91.75 91.75 92.00
S1 90.75 90.75 91.89 91.25
S2 89.41 89.41 91.67
S3 87.07 88.41 91.46
S4 84.73 86.07 90.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.74 90.40 2.34 2.5% 0.87 0.9% 73% False False 10,514
10 92.74 89.09 3.65 4.0% 0.92 1.0% 82% False False 11,445
20 95.62 89.09 6.53 7.1% 1.01 1.1% 46% False False 10,161
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.48
2.618 94.29
1.618 93.56
1.000 93.11
0.618 92.83
HIGH 92.38
0.618 92.10
0.500 92.02
0.382 91.93
LOW 91.65
0.618 91.20
1.000 90.92
1.618 90.47
2.618 89.74
4.250 88.55
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 92.07 92.18
PP 92.04 92.15
S1 92.02 92.13

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

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