NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 100.32 103.14 2.82 2.8% 100.05
High 103.25 103.80 0.55 0.5% 101.38
Low 100.23 102.40 2.17 2.2% 99.11
Close 102.43 103.31 0.88 0.9% 100.30
Range 3.02 1.40 -1.62 -53.6% 2.27
ATR 1.62 1.61 -0.02 -1.0% 0.00
Volume 177,371 116,164 -61,207 -34.5% 1,255,252
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 107.37 106.74 104.08
R3 105.97 105.34 103.70
R2 104.57 104.57 103.57
R1 103.94 103.94 103.44 104.26
PP 103.17 103.17 103.17 103.33
S1 102.54 102.54 103.18 102.86
S2 101.77 101.77 103.05
S3 100.37 101.14 102.93
S4 98.97 99.74 102.54
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 107.07 105.96 101.55
R3 104.80 103.69 100.92
R2 102.53 102.53 100.72
R1 101.42 101.42 100.51 101.98
PP 100.26 100.26 100.26 100.54
S1 99.15 99.15 100.09 99.71
S2 97.99 97.99 99.88
S3 95.72 96.88 99.68
S4 93.45 94.61 99.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.80 99.40 4.40 4.3% 1.61 1.6% 89% True False 212,745
10 103.80 96.80 7.00 6.8% 1.67 1.6% 93% True False 229,114
20 103.80 95.12 8.68 8.4% 1.63 1.6% 94% True False 232,490
40 103.80 91.47 12.33 11.9% 1.52 1.5% 96% True False 165,307
60 103.80 91.47 12.33 11.9% 1.47 1.4% 96% True False 127,302
80 103.80 91.47 12.33 11.9% 1.41 1.4% 96% True False 105,545
100 103.80 91.47 12.33 11.9% 1.43 1.4% 96% True False 90,906
120 104.37 91.47 12.90 12.5% 1.45 1.4% 92% False False 78,700
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.75
2.618 107.47
1.618 106.07
1.000 105.20
0.618 104.67
HIGH 103.80
0.618 103.27
0.500 103.10
0.382 102.93
LOW 102.40
0.618 101.53
1.000 101.00
1.618 100.13
2.618 98.73
4.250 96.45
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 103.24 102.75
PP 103.17 102.18
S1 103.10 101.62

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

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