NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 93.05 91.93 -1.12 -1.2% 98.14
High 93.24 92.32 -0.92 -1.0% 98.50
Low 91.64 90.97 -0.67 -0.7% 93.10
Close 91.71 91.29 -0.42 -0.5% 93.24
Range 1.60 1.35 -0.25 -15.6% 5.40
ATR 1.19 1.20 0.01 0.9% 0.00
Volume 47,841 60,862 13,021 27.2% 112,274
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 95.58 94.78 92.03
R3 94.23 93.43 91.66
R2 92.88 92.88 91.54
R1 92.08 92.08 91.41 91.81
PP 91.53 91.53 91.53 91.39
S1 90.73 90.73 91.17 90.46
S2 90.18 90.18 91.04
S3 88.83 89.38 90.92
S4 87.48 88.03 90.55
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 111.15 107.59 96.21
R3 105.75 102.19 94.73
R2 100.35 100.35 94.23
R1 96.79 96.79 93.74 95.87
PP 94.95 94.95 94.95 94.49
S1 91.39 91.39 92.75 90.47
S2 89.55 89.55 92.25
S3 84.15 85.99 91.76
S4 78.75 80.59 90.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.90 90.97 3.93 4.3% 1.30 1.4% 8% False True 46,037
10 98.60 90.97 7.63 8.4% 1.32 1.4% 4% False True 32,441
20 98.60 90.97 7.63 8.4% 1.12 1.2% 4% False True 32,397
40 98.60 90.97 7.63 8.4% 1.17 1.3% 4% False True 34,779
60 99.46 90.97 8.49 9.3% 1.19 1.3% 4% False True 34,967
80 99.46 90.97 8.49 9.3% 1.24 1.4% 4% False True 31,976
100 100.65 90.97 9.68 10.6% 1.25 1.4% 3% False True 29,725
120 100.65 90.97 9.68 10.6% 1.22 1.3% 3% False True 27,533
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.06
2.618 95.85
1.618 94.50
1.000 93.67
0.618 93.15
HIGH 92.32
0.618 91.80
0.500 91.65
0.382 91.49
LOW 90.97
0.618 90.14
1.000 89.62
1.618 88.79
2.618 87.44
4.250 85.23
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 91.65 92.20
PP 91.53 91.89
S1 91.41 91.59

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

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