NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 91.22 91.68 0.46 0.5% 93.36
High 92.26 93.57 1.31 1.4% 93.78
Low 91.17 91.60 0.43 0.5% 90.97
Close 91.85 93.18 1.33 1.4% 92.24
Range 1.09 1.97 0.88 80.7% 2.81
ATR 1.22 1.27 0.05 4.4% 0.00
Volume 42,842 56,593 13,751 32.1% 242,472
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 98.69 97.91 94.26
R3 96.72 95.94 93.72
R2 94.75 94.75 93.54
R1 93.97 93.97 93.36 94.36
PP 92.78 92.78 92.78 92.98
S1 92.00 92.00 93.00 92.39
S2 90.81 90.81 92.82
S3 88.84 90.03 92.64
S4 86.87 88.06 92.10
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 100.76 99.31 93.79
R3 97.95 96.50 93.01
R2 95.14 95.14 92.76
R1 93.69 93.69 92.50 93.01
PP 92.33 92.33 92.33 91.99
S1 90.88 90.88 91.98 90.20
S2 89.52 89.52 91.72
S3 86.71 88.07 91.47
S4 83.90 85.26 90.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.57 90.97 2.60 2.8% 1.38 1.5% 85% True False 53,801
10 97.74 90.97 6.77 7.3% 1.52 1.6% 33% False False 45,953
20 98.60 90.97 7.63 8.2% 1.19 1.3% 29% False False 35,427
40 98.60 90.97 7.63 8.2% 1.17 1.3% 29% False False 35,533
60 98.60 90.97 7.63 8.2% 1.19 1.3% 29% False False 36,196
80 99.46 90.97 8.49 9.1% 1.22 1.3% 26% False False 33,339
100 100.65 90.97 9.68 10.4% 1.27 1.4% 23% False False 30,955
120 100.65 90.97 9.68 10.4% 1.23 1.3% 23% False False 28,521
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 0.21
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 101.94
2.618 98.73
1.618 96.76
1.000 95.54
0.618 94.79
HIGH 93.57
0.618 92.82
0.500 92.59
0.382 92.35
LOW 91.60
0.618 90.38
1.000 89.63
1.618 88.41
2.618 86.44
4.250 83.23
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 92.98 92.88
PP 92.78 92.58
S1 92.59 92.29

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

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