NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 91.68 93.20 1.52 1.7% 93.36
High 93.57 93.43 -0.14 -0.1% 93.78
Low 91.60 92.57 0.97 1.1% 90.97
Close 93.18 92.89 -0.29 -0.3% 92.24
Range 1.97 0.86 -1.11 -56.3% 2.81
ATR 1.27 1.24 -0.03 -2.3% 0.00
Volume 56,593 49,569 -7,024 -12.4% 242,472
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 95.54 95.08 93.36
R3 94.68 94.22 93.13
R2 93.82 93.82 93.05
R1 93.36 93.36 92.97 93.16
PP 92.96 92.96 92.96 92.87
S1 92.50 92.50 92.81 92.30
S2 92.10 92.10 92.73
S3 91.24 91.64 92.65
S4 90.38 90.78 92.42
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 91.00 2.57 2.8% 1.28 1.4% 74% False False 51,542
10 94.90 90.97 3.93 4.2% 1.29 1.4% 49% False False 48,790
20 98.60 90.97 7.63 8.2% 1.19 1.3% 25% False False 36,956
40 98.60 90.97 7.63 8.2% 1.16 1.2% 25% False False 36,240
60 98.60 90.97 7.63 8.2% 1.18 1.3% 25% False False 36,490
80 99.46 90.97 8.49 9.1% 1.21 1.3% 23% False False 33,694
100 100.65 90.97 9.68 10.4% 1.26 1.4% 20% False False 31,286
120 100.65 90.97 9.68 10.4% 1.23 1.3% 20% False False 28,789
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 97.09
2.618 95.68
1.618 94.82
1.000 94.29
0.618 93.96
HIGH 93.43
0.618 93.10
0.500 93.00
0.382 92.90
LOW 92.57
0.618 92.04
1.000 91.71
1.618 91.18
2.618 90.32
4.250 88.92
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 93.00 92.72
PP 92.96 92.54
S1 92.93 92.37

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

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