NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 93.65 94.02 0.37 0.4% 99.82
High 94.23 94.19 -0.04 0.0% 100.15
Low 93.49 92.40 -1.09 -1.2% 93.98
Close 93.71 92.47 -1.24 -1.3% 95.55
Range 0.74 1.79 1.05 141.9% 6.17
ATR 1.33 1.36 0.03 2.5% 0.00
Volume 34,282 42,042 7,760 22.6% 119,866
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 98.39 97.22 93.45
R3 96.60 95.43 92.96
R2 94.81 94.81 92.80
R1 93.64 93.64 92.63 93.33
PP 93.02 93.02 93.02 92.87
S1 91.85 91.85 92.31 91.54
S2 91.23 91.23 92.14
S3 89.44 90.06 91.98
S4 87.65 88.27 91.49
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 115.07 111.48 98.94
R3 108.90 105.31 97.25
R2 102.73 102.73 96.68
R1 99.14 99.14 96.12 97.85
PP 96.56 96.56 96.56 95.92
S1 92.97 92.97 94.98 91.68
S2 90.39 90.39 94.42
S3 84.22 86.80 93.85
S4 78.05 80.63 92.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.92 92.40 6.52 7.1% 1.82 2.0% 1% False True 37,723
10 100.33 92.40 7.93 8.6% 1.39 1.5% 1% False True 28,264
20 100.33 92.40 7.93 8.6% 1.22 1.3% 1% False True 27,192
40 100.33 92.40 7.93 8.6% 1.26 1.4% 1% False True 23,793
60 101.00 92.40 8.60 9.3% 1.26 1.4% 1% False True 20,934
80 101.00 92.40 8.60 9.3% 1.27 1.4% 1% False True 17,462
100 103.06 92.40 10.66 11.5% 1.23 1.3% 1% False True 14,861
120 103.06 92.40 10.66 11.5% 1.16 1.3% 1% False True 12,977
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.80
2.618 98.88
1.618 97.09
1.000 95.98
0.618 95.30
HIGH 94.19
0.618 93.51
0.500 93.30
0.382 93.08
LOW 92.40
0.618 91.29
1.000 90.61
1.618 89.50
2.618 87.71
4.250 84.79
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 93.30 93.52
PP 93.02 93.17
S1 92.75 92.82

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

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