NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 13-Feb-2014
Day Change Summary
Previous Current
12-Feb-2014 13-Feb-2014 Change Change % Previous Week
Open 98.97 99.01 0.04 0.0% 95.65
High 99.91 99.50 -0.41 -0.4% 98.82
Low 98.84 98.24 -0.60 -0.6% 94.62
Close 99.17 99.31 0.14 0.1% 98.62
Range 1.07 1.26 0.19 17.8% 4.20
ATR 1.33 1.32 0.00 -0.4% 0.00
Volume 53,589 67,351 13,762 25.7% 232,222
Daily Pivots for day following 13-Feb-2014
Classic Woodie Camarilla DeMark
R4 102.80 102.31 100.00
R3 101.54 101.05 99.66
R2 100.28 100.28 99.54
R1 99.79 99.79 99.43 100.04
PP 99.02 99.02 99.02 99.14
S1 98.53 98.53 99.19 98.78
S2 97.76 97.76 99.08
S3 96.50 97.27 98.96
S4 95.24 96.01 98.62
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 99.91 96.08 3.83 3.9% 1.41 1.4% 84% False False 57,931
10 99.91 94.62 5.29 5.3% 1.34 1.4% 89% False False 51,091
20 99.91 93.13 6.78 6.8% 1.30 1.3% 91% False False 41,656
40 99.91 91.35 8.56 8.6% 1.26 1.3% 93% False False 31,353
60 99.91 91.35 8.56 8.6% 1.22 1.2% 93% False False 25,719
80 99.91 91.35 8.56 8.6% 1.18 1.2% 93% False False 22,187
100 100.11 91.35 8.76 8.8% 1.17 1.2% 91% False False 18,974
120 101.55 91.35 10.20 10.3% 1.12 1.1% 78% False False 16,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.86
2.618 102.80
1.618 101.54
1.000 100.76
0.618 100.28
HIGH 99.50
0.618 99.02
0.500 98.87
0.382 98.72
LOW 98.24
0.618 97.46
1.000 96.98
1.618 96.20
2.618 94.94
4.250 92.89
Fisher Pivots for day following 13-Feb-2014
Pivot 1 day 3 day
R1 99.16 99.23
PP 99.02 99.15
S1 98.87 99.08

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

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