NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 94.29 94.17 -0.12 -0.1% 92.83
High 94.64 94.94 0.30 0.3% 94.94
Low 93.60 93.94 0.34 0.4% 91.43
Close 93.96 94.37 0.41 0.4% 94.37
Range 1.04 1.00 -0.04 -3.8% 3.51
ATR 1.49 1.45 -0.03 -2.3% 0.00
Volume 165,135 119,887 -45,248 -27.4% 1,003,999
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 97.42 96.89 94.92
R3 96.42 95.89 94.65
R2 95.42 95.42 94.55
R1 94.89 94.89 94.46 95.16
PP 94.42 94.42 94.42 94.55
S1 93.89 93.89 94.28 94.16
S2 93.42 93.42 94.19
S3 92.42 92.89 94.10
S4 91.42 91.89 93.82
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 104.11 102.75 96.30
R3 100.60 99.24 95.34
R2 97.09 97.09 95.01
R1 95.73 95.73 94.69 96.41
PP 93.58 93.58 93.58 93.92
S1 92.22 92.22 94.05 92.90
S2 90.07 90.07 93.73
S3 86.56 88.71 93.40
S4 83.05 85.20 92.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.94 91.43 3.51 3.7% 1.42 1.5% 84% True False 200,799
10 94.94 91.24 3.70 3.9% 1.43 1.5% 85% True False 212,718
20 100.75 91.24 9.51 10.1% 1.42 1.5% 33% False False 176,114
40 100.75 91.24 9.51 10.1% 1.42 1.5% 33% False False 132,779
60 100.75 91.24 9.51 10.1% 1.40 1.5% 33% False False 101,987
80 102.52 91.24 11.28 12.0% 1.44 1.5% 28% False False 83,839
100 106.22 91.24 14.98 15.9% 1.49 1.6% 21% False False 69,769
120 106.22 91.24 14.98 15.9% 1.45 1.5% 21% False False 59,676
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.24
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 99.19
2.618 97.56
1.618 96.56
1.000 95.94
0.618 95.56
HIGH 94.94
0.618 94.56
0.500 94.44
0.382 94.32
LOW 93.94
0.618 93.32
1.000 92.94
1.618 92.32
2.618 91.32
4.250 89.69
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 94.44 94.14
PP 94.42 93.91
S1 94.39 93.69

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

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