NYMEX Light Sweet Crude Oil Future July 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 91.00 92.11 1.11 1.2% 92.73
High 92.77 92.59 -0.18 -0.2% 93.11
Low 91.00 91.81 0.81 0.9% 90.40
Close 92.44 92.13 -0.31 -0.3% 91.59
Range 1.77 0.78 -0.99 -55.9% 2.71
ATR 1.09 1.06 -0.02 -2.0% 0.00
Volume 20,769 17,302 -3,467 -16.7% 75,372
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 94.52 94.10 92.56
R3 93.74 93.32 92.34
R2 92.96 92.96 92.27
R1 92.54 92.54 92.20 92.75
PP 92.18 92.18 92.18 92.28
S1 91.76 91.76 92.06 91.97
S2 91.40 91.40 91.99
S3 90.62 90.98 91.92
S4 89.84 90.20 91.70
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 99.83 98.42 93.08
R3 97.12 95.71 92.34
R2 94.41 94.41 92.09
R1 93.00 93.00 91.84 92.35
PP 91.70 91.70 91.70 91.38
S1 90.29 90.29 91.34 89.64
S2 88.99 88.99 91.09
S3 86.28 87.58 90.84
S4 83.57 84.87 90.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.77 90.49 2.28 2.5% 1.09 1.2% 72% False False 17,226
10 94.21 90.40 3.81 4.1% 1.14 1.2% 45% False False 14,995
20 97.59 90.40 7.19 7.8% 0.99 1.1% 24% False False 10,900
40 97.59 90.40 7.19 7.8% 0.93 1.0% 24% False False 9,111
60 97.59 90.40 7.19 7.8% 0.93 1.0% 24% False False 7,853
80 98.67 90.40 8.27 9.0% 0.90 1.0% 21% False False 6,456
100 99.49 90.40 9.09 9.9% 0.87 0.9% 19% False False 5,564
120 99.49 90.40 9.09 9.9% 0.83 0.9% 19% False False 4,932
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 0.16
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 95.91
2.618 94.63
1.618 93.85
1.000 93.37
0.618 93.07
HIGH 92.59
0.618 92.29
0.500 92.20
0.382 92.11
LOW 91.81
0.618 91.33
1.000 91.03
1.618 90.55
2.618 89.77
4.250 88.50
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 92.20 91.99
PP 92.18 91.84
S1 92.15 91.70

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

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