NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 92.58 92.30 -0.28 -0.3% 94.18
High 92.93 93.38 0.45 0.5% 94.59
Low 91.24 91.99 0.75 0.8% 91.24
Close 91.66 92.72 1.06 1.2% 92.72
Range 1.69 1.39 -0.30 -17.8% 3.35
ATR 1.46 1.48 0.02 1.3% 0.00
Volume 255,784 255,988 204 0.1% 1,123,188
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 96.87 96.18 93.48
R3 95.48 94.79 93.10
R2 94.09 94.09 92.97
R1 93.40 93.40 92.85 93.75
PP 92.70 92.70 92.70 92.87
S1 92.01 92.01 92.59 92.36
S2 91.31 91.31 92.47
S3 89.92 90.62 92.34
S4 88.53 89.23 91.96
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 102.90 101.16 94.56
R3 99.55 97.81 93.64
R2 96.20 96.20 93.33
R1 94.46 94.46 93.03 93.66
PP 92.85 92.85 92.85 92.45
S1 91.11 91.11 92.41 90.31
S2 89.50 89.50 92.11
S3 86.15 87.76 91.80
S4 82.80 84.41 90.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.59 91.24 3.35 3.6% 1.45 1.6% 44% False False 224,637
10 100.75 91.24 9.51 10.3% 1.67 1.8% 16% False False 194,941
20 100.75 91.24 9.51 10.3% 1.35 1.5% 16% False False 159,661
40 100.75 91.24 9.51 10.3% 1.40 1.5% 16% False False 113,892
60 102.49 91.24 11.25 12.1% 1.43 1.5% 13% False False 88,278
80 103.73 91.24 12.49 13.5% 1.46 1.6% 12% False False 72,252
100 106.22 91.24 14.98 16.2% 1.48 1.6% 10% False False 60,295
120 106.22 91.24 14.98 16.2% 1.43 1.5% 10% False False 51,643
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.29
2.618 97.02
1.618 95.63
1.000 94.77
0.618 94.24
HIGH 93.38
0.618 92.85
0.500 92.69
0.382 92.52
LOW 91.99
0.618 91.13
1.000 90.60
1.618 89.74
2.618 88.35
4.250 86.08
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 92.71 92.72
PP 92.70 92.71
S1 92.69 92.71

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

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