NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 07-Feb-2014
Day Change Summary
Previous Current
06-Feb-2014 07-Feb-2014 Change Change % Previous Week
Open 92.90 93.64 0.74 0.8% 91.91
High 93.87 95.36 1.49 1.6% 95.36
Low 92.83 93.20 0.37 0.4% 91.15
Close 93.57 95.28 1.71 1.8% 95.28
Range 1.04 2.16 1.12 107.7% 4.21
ATR 0.97 1.06 0.08 8.8% 0.00
Volume 10,334 10,630 296 2.9% 54,573
Daily Pivots for day following 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 101.09 100.35 96.47
R3 98.93 98.19 95.87
R2 96.77 96.77 95.68
R1 96.03 96.03 95.48 96.40
PP 94.61 94.61 94.61 94.80
S1 93.87 93.87 95.08 94.24
S2 92.45 92.45 94.88
S3 90.29 91.71 94.69
S4 88.13 89.55 94.09
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 106.56 105.13 97.60
R3 102.35 100.92 96.44
R2 98.14 98.14 96.05
R1 96.71 96.71 95.67 97.43
PP 93.93 93.93 93.93 94.29
S1 92.50 92.50 94.89 93.22
S2 89.72 89.72 94.51
S3 85.51 88.29 94.12
S4 81.30 84.08 92.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.36 91.15 4.21 4.4% 1.17 1.2% 98% True False 10,914
10 95.36 91.15 4.21 4.4% 1.07 1.1% 98% True False 11,138
20 95.36 89.09 6.27 6.6% 0.99 1.0% 99% True False 11,291
40 95.62 89.09 6.53 6.9% 0.95 1.0% 95% False False 10,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 25 trading days
Fibonacci Retracements and Extensions
4.250 104.54
2.618 101.01
1.618 98.85
1.000 97.52
0.618 96.69
HIGH 95.36
0.618 94.53
0.500 94.28
0.382 94.03
LOW 93.20
0.618 91.87
1.000 91.04
1.618 89.71
2.618 87.55
4.250 84.02
Fisher Pivots for day following 07-Feb-2014
Pivot 1 day 3 day
R1 94.95 94.77
PP 94.61 94.26
S1 94.28 93.75

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

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