NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 95.66 97.17 1.51 1.6% 94.25
High 97.66 97.75 0.09 0.1% 97.84
Low 95.63 96.32 0.69 0.7% 93.65
Close 97.41 97.36 -0.05 -0.1% 96.64
Range 2.03 1.43 -0.60 -29.6% 4.19
ATR 1.57 1.56 -0.01 -0.7% 0.00
Volume 206,490 200,486 -6,004 -2.9% 1,010,961
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 101.43 100.83 98.15
R3 100.00 99.40 97.75
R2 98.57 98.57 97.62
R1 97.97 97.97 97.49 98.27
PP 97.14 97.14 97.14 97.30
S1 96.54 96.54 97.23 96.84
S2 95.71 95.71 97.10
S3 94.28 95.11 96.97
S4 92.85 93.68 96.57
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 108.61 106.82 98.94
R3 104.42 102.63 97.79
R2 100.23 100.23 97.41
R1 98.44 98.44 97.02 99.34
PP 96.04 96.04 96.04 96.49
S1 94.25 94.25 96.26 95.15
S2 91.85 91.85 95.87
S3 87.66 90.06 95.49
S4 83.47 85.87 94.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.84 95.21 2.63 2.7% 1.68 1.7% 82% False False 231,167
10 97.84 92.63 5.21 5.4% 1.62 1.7% 91% False False 216,734
20 99.51 91.47 8.04 8.3% 1.64 1.7% 73% False False 157,443
40 100.79 91.47 9.32 9.6% 1.40 1.4% 63% False False 104,058
60 100.79 91.47 9.32 9.6% 1.41 1.4% 63% False False 82,786
80 101.81 91.47 10.34 10.6% 1.41 1.5% 57% False False 71,513
100 103.14 91.47 11.67 12.0% 1.41 1.5% 50% False False 61,087
120 104.37 91.47 12.90 13.2% 1.40 1.4% 46% False False 53,131
Crabel Price Patterns
NR True
NR4 True
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 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.83
2.618 101.49
1.618 100.06
1.000 99.18
0.618 98.63
HIGH 97.75
0.618 97.20
0.500 97.04
0.382 96.87
LOW 96.32
0.618 95.44
1.000 94.89
1.618 94.01
2.618 92.58
4.250 90.24
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 97.25 97.07
PP 97.14 96.77
S1 97.04 96.48

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

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