NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 99.26 99.63 0.37 0.4% 97.04
High 99.94 100.09 0.15 0.2% 98.12
Low 99.09 99.27 0.18 0.2% 96.38
Close 99.77 99.89 0.12 0.1% 97.95
Range 0.85 0.82 -0.03 -3.5% 1.74
ATR 1.12 1.10 -0.02 -1.9% 0.00
Volume 21,423 32,134 10,711 50.0% 107,327
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 102.21 101.87 100.34
R3 101.39 101.05 100.12
R2 100.57 100.57 100.04
R1 100.23 100.23 99.97 100.40
PP 99.75 99.75 99.75 99.84
S1 99.41 99.41 99.81 99.58
S2 98.93 98.93 99.74
S3 98.11 98.59 99.66
S4 97.29 97.77 99.44
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 102.70 102.07 98.91
R3 100.96 100.33 98.43
R2 99.22 99.22 98.27
R1 98.59 98.59 98.11 98.91
PP 97.48 97.48 97.48 97.64
S1 96.85 96.85 97.79 97.17
S2 95.74 95.74 97.63
S3 94.00 95.11 97.47
S4 92.26 93.37 96.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.09 96.76 3.33 3.3% 1.05 1.1% 94% True False 22,236
10 100.09 94.50 5.59 5.6% 1.13 1.1% 96% True False 20,236
20 100.09 92.85 7.24 7.2% 1.08 1.1% 97% True False 16,866
40 100.09 90.40 9.69 9.7% 1.06 1.1% 98% True False 13,798
60 100.09 90.40 9.69 9.7% 0.99 1.0% 98% True False 11,740
80 100.09 90.40 9.69 9.7% 0.96 1.0% 98% True False 10,215
100 100.09 90.40 9.69 9.7% 0.96 1.0% 98% True False 8,709
120 100.09 90.40 9.69 9.7% 0.91 0.9% 98% True False 7,574
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 0.25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.58
2.618 102.24
1.618 101.42
1.000 100.91
0.618 100.60
HIGH 100.09
0.618 99.78
0.500 99.68
0.382 99.58
LOW 99.27
0.618 98.76
1.000 98.45
1.618 97.94
2.618 97.12
4.250 95.79
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 99.82 99.62
PP 99.75 99.34
S1 99.68 99.07

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

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