NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 94.33 94.50 0.17 0.2% 92.49
High 94.68 95.31 0.63 0.7% 94.56
Low 93.80 94.50 0.70 0.7% 92.12
Close 94.47 94.95 0.48 0.5% 93.88
Range 0.88 0.81 -0.07 -8.0% 2.44
ATR 1.10 1.08 -0.02 -1.7% 0.00
Volume 9,171 12,472 3,301 36.0% 52,716
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 97.35 96.96 95.40
R3 96.54 96.15 95.17
R2 95.73 95.73 95.10
R1 95.34 95.34 95.02 95.54
PP 94.92 94.92 94.92 95.02
S1 94.53 94.53 94.88 94.73
S2 94.11 94.11 94.80
S3 93.30 93.72 94.73
S4 92.49 92.91 94.50
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 100.84 99.80 95.22
R3 98.40 97.36 94.55
R2 95.96 95.96 94.33
R1 94.92 94.92 94.10 95.44
PP 93.52 93.52 93.52 93.78
S1 92.48 92.48 93.66 93.00
S2 91.08 91.08 93.43
S3 88.64 90.04 93.21
S4 86.20 87.60 92.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.31 92.93 2.38 2.5% 1.08 1.1% 85% True False 12,644
10 95.31 91.81 3.50 3.7% 1.01 1.1% 90% True False 12,032
20 96.75 90.40 6.35 6.7% 1.18 1.2% 72% False False 12,871
40 97.59 90.40 7.19 7.6% 0.95 1.0% 63% False False 10,394
60 97.59 90.40 7.19 7.6% 0.95 1.0% 63% False False 8,912
80 98.67 90.40 8.27 8.7% 0.94 1.0% 55% False False 7,555
100 98.67 90.40 8.27 8.7% 0.89 0.9% 55% False False 6,356
120 99.49 90.40 9.09 9.6% 0.87 0.9% 50% False False 5,664
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.21
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.75
2.618 97.43
1.618 96.62
1.000 96.12
0.618 95.81
HIGH 95.31
0.618 95.00
0.500 94.91
0.382 94.81
LOW 94.50
0.618 94.00
1.000 93.69
1.618 93.19
2.618 92.38
4.250 91.06
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 94.94 94.72
PP 94.92 94.49
S1 94.91 94.27

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

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