NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 96.87 98.76 1.89 2.0% 95.65
High 98.82 99.06 0.24 0.2% 98.82
Low 96.08 97.89 1.81 1.9% 94.62
Close 98.62 98.65 0.03 0.0% 98.62
Range 2.74 1.17 -1.57 -57.3% 4.20
ATR 1.39 1.38 -0.02 -1.1% 0.00
Volume 47,027 51,559 4,532 9.6% 232,222
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 102.04 101.52 99.29
R3 100.87 100.35 98.97
R2 99.70 99.70 98.86
R1 99.18 99.18 98.76 98.86
PP 98.53 98.53 98.53 98.37
S1 98.01 98.01 98.54 97.69
S2 97.36 97.36 98.44
S3 96.19 96.84 98.33
S4 95.02 95.67 98.01
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 109.95 108.49 100.93
R3 105.75 104.29 99.78
R2 101.55 101.55 99.39
R1 100.09 100.09 99.01 100.82
PP 97.35 97.35 97.35 97.72
S1 95.89 95.89 98.24 96.62
S2 93.15 93.15 97.85
S3 88.95 91.69 97.47
S4 84.75 87.49 96.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.06 94.76 4.30 4.4% 1.56 1.6% 90% True False 45,880
10 99.06 94.62 4.44 4.5% 1.41 1.4% 91% True False 41,542
20 99.06 91.39 7.67 7.8% 1.37 1.4% 95% True False 37,173
40 99.53 91.35 8.18 8.3% 1.26 1.3% 89% False False 27,928
60 99.53 91.35 8.18 8.3% 1.22 1.2% 89% False False 23,487
80 100.11 91.35 8.76 8.9% 1.19 1.2% 83% False False 20,298
100 100.11 91.35 8.76 8.9% 1.18 1.2% 83% False False 17,196
120 101.55 91.35 10.20 10.3% 1.10 1.1% 72% False False 14,906
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.03
2.618 102.12
1.618 100.95
1.000 100.23
0.618 99.78
HIGH 99.06
0.618 98.61
0.500 98.48
0.382 98.34
LOW 97.89
0.618 97.17
1.000 96.72
1.618 96.00
2.618 94.83
4.250 92.92
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 98.59 98.27
PP 98.53 97.89
S1 98.48 97.51

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

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