NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 95.20 95.52 0.32 0.3% 91.91
High 95.59 96.32 0.73 0.8% 95.36
Low 95.06 95.52 0.46 0.5% 91.15
Close 95.47 95.87 0.40 0.4% 95.28
Range 0.53 0.80 0.27 50.9% 4.21
ATR 1.01 1.00 -0.01 -1.1% 0.00
Volume 10,435 13,945 3,510 33.6% 54,573
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 98.30 97.89 96.31
R3 97.50 97.09 96.09
R2 96.70 96.70 96.02
R1 96.29 96.29 95.94 96.50
PP 95.90 95.90 95.90 96.01
S1 95.49 95.49 95.80 95.70
S2 95.10 95.10 95.72
S3 94.30 94.69 95.65
S4 93.50 93.89 95.43
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 96.32 92.83 3.49 3.6% 1.09 1.1% 87% True False 11,561
10 96.32 91.15 5.17 5.4% 0.97 1.0% 91% True False 11,352
20 96.32 89.58 6.74 7.0% 0.97 1.0% 93% True False 11,235
40 96.32 89.09 7.23 7.5% 0.94 1.0% 94% True False 10,014
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.72
2.618 98.41
1.618 97.61
1.000 97.12
0.618 96.81
HIGH 96.32
0.618 96.01
0.500 95.92
0.382 95.83
LOW 95.52
0.618 95.03
1.000 94.72
1.618 94.23
2.618 93.43
4.250 92.12
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 95.92 95.74
PP 95.90 95.60
S1 95.89 95.47

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

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