NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 94.23 95.05 0.82 0.9% 94.96
High 95.15 95.58 0.43 0.5% 96.29
Low 93.86 94.55 0.69 0.7% 93.67
Close 94.75 95.22 0.47 0.5% 94.85
Range 1.29 1.03 -0.26 -20.2% 2.62
ATR 1.24 1.22 -0.01 -1.2% 0.00
Volume 52,408 40,994 -11,414 -21.8% 207,825
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 98.21 97.74 95.79
R3 97.18 96.71 95.50
R2 96.15 96.15 95.41
R1 95.68 95.68 95.31 95.92
PP 95.12 95.12 95.12 95.23
S1 94.65 94.65 95.13 94.89
S2 94.09 94.09 95.03
S3 93.06 93.62 94.94
S4 92.03 92.59 94.65
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 102.80 101.44 96.29
R3 100.18 98.82 95.57
R2 97.56 97.56 95.33
R1 96.20 96.20 95.09 95.57
PP 94.94 94.94 94.94 94.62
S1 93.58 93.58 94.61 92.95
S2 92.32 92.32 94.37
S3 89.70 90.96 94.13
S4 87.08 88.34 93.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.29 93.73 2.56 2.7% 1.13 1.2% 58% False False 46,290
10 96.29 93.67 2.62 2.8% 1.17 1.2% 59% False False 48,426
20 96.29 90.97 5.32 5.6% 1.25 1.3% 80% False False 47,762
40 98.60 90.97 7.63 8.0% 1.16 1.2% 56% False False 39,021
60 98.60 90.97 7.63 8.0% 1.18 1.2% 56% False False 38,272
80 99.46 90.97 8.49 8.9% 1.20 1.3% 50% False False 37,598
100 99.46 90.97 8.49 8.9% 1.23 1.3% 50% False False 34,341
120 100.65 90.97 9.68 10.2% 1.24 1.3% 44% False False 32,096
Crabel Price Patterns
NR True
NR4 True
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 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.96
2.618 98.28
1.618 97.25
1.000 96.61
0.618 96.22
HIGH 95.58
0.618 95.19
0.500 95.07
0.382 94.94
LOW 94.55
0.618 93.91
1.000 93.52
1.618 92.88
2.618 91.85
4.250 90.17
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 95.17 95.03
PP 95.12 94.84
S1 95.07 94.66

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

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