NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 98.50 95.47 -3.03 -3.1% 100.15
High 98.97 95.74 -3.23 -3.3% 100.42
Low 95.34 93.86 -1.48 -1.6% 93.86
Close 95.44 93.96 -1.48 -1.6% 93.96
Range 3.63 1.88 -1.75 -48.2% 6.56
ATR 1.41 1.45 0.03 2.4% 0.00
Volume 251,248 215,522 -35,726 -14.2% 699,033
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 100.16 98.94 94.99
R3 98.28 97.06 94.48
R2 96.40 96.40 94.30
R1 95.18 95.18 94.13 94.85
PP 94.52 94.52 94.52 94.36
S1 93.30 93.30 93.79 92.97
S2 92.64 92.64 93.62
S3 90.76 91.42 93.44
S4 88.88 89.54 92.93
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 115.76 111.42 97.57
R3 109.20 104.86 95.76
R2 102.64 102.64 95.16
R1 98.30 98.30 94.56 97.19
PP 96.08 96.08 96.08 95.53
S1 91.74 91.74 93.36 90.63
S2 89.52 89.52 92.76
S3 82.96 85.18 92.16
S4 76.40 78.62 90.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.75 93.86 6.89 7.3% 1.88 2.0% 1% False True 165,246
10 100.75 93.86 6.89 7.3% 1.41 1.5% 1% False True 139,511
20 100.75 93.86 6.89 7.3% 1.27 1.4% 1% False True 130,049
40 100.75 92.10 8.65 9.2% 1.41 1.5% 22% False False 89,909
60 102.49 92.10 10.39 11.1% 1.45 1.5% 18% False False 72,545
80 103.73 92.10 11.63 12.4% 1.45 1.5% 16% False False 59,202
100 106.22 92.10 14.12 15.0% 1.45 1.5% 13% False False 49,467
120 106.22 92.10 14.12 15.0% 1.42 1.5% 13% False False 42,665
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.73
2.618 100.66
1.618 98.78
1.000 97.62
0.618 96.90
HIGH 95.74
0.618 95.02
0.500 94.80
0.382 94.58
LOW 93.86
0.618 92.70
1.000 91.98
1.618 90.82
2.618 88.94
4.250 85.87
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 94.80 96.63
PP 94.52 95.74
S1 94.24 94.85

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

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