NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 96.41 95.25 -1.16 -1.2% 94.10
High 96.72 97.18 0.46 0.5% 97.27
Low 94.92 95.25 0.33 0.3% 93.54
Close 95.36 96.96 1.60 1.7% 96.22
Range 1.80 1.93 0.13 7.2% 3.73
ATR 1.45 1.48 0.03 2.4% 0.00
Volume 76,813 69,055 -7,758 -10.1% 293,226
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 102.25 101.54 98.02
R3 100.32 99.61 97.49
R2 98.39 98.39 97.31
R1 97.68 97.68 97.14 98.04
PP 96.46 96.46 96.46 96.64
S1 95.75 95.75 96.78 96.11
S2 94.53 94.53 96.61
S3 92.60 93.82 96.43
S4 90.67 91.89 95.90
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 106.87 105.27 98.27
R3 103.14 101.54 97.25
R2 99.41 99.41 96.90
R1 97.81 97.81 96.56 98.61
PP 95.68 95.68 95.68 96.08
S1 94.08 94.08 95.88 94.88
S2 91.95 91.95 95.54
S3 88.22 90.35 95.19
S4 84.49 86.62 94.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.27 94.92 2.35 2.4% 1.59 1.6% 87% False False 78,924
10 97.27 91.67 5.60 5.8% 1.52 1.6% 94% False False 62,939
20 100.15 91.48 8.67 8.9% 1.54 1.6% 63% False False 51,417
40 100.33 91.48 8.85 9.1% 1.33 1.4% 62% False False 37,293
60 100.33 91.48 8.85 9.1% 1.31 1.4% 62% False False 31,007
80 101.00 91.48 9.52 9.8% 1.30 1.3% 58% False False 26,375
100 101.62 91.48 10.14 10.5% 1.28 1.3% 54% False False 22,200
120 103.06 91.48 11.58 11.9% 1.24 1.3% 47% False False 19,188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 105.38
2.618 102.23
1.618 100.30
1.000 99.11
0.618 98.37
HIGH 97.18
0.618 96.44
0.500 96.22
0.382 95.99
LOW 95.25
0.618 94.06
1.000 93.32
1.618 92.13
2.618 90.20
4.250 87.05
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 96.71 96.66
PP 96.46 96.36
S1 96.22 96.06

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

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