NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 02-Jan-2014
Day Change Summary
Previous Current
31-Dec-2013 02-Jan-2014 Change Change % Previous Week
Open 95.52 95.46 -0.06 -0.1% 95.09
High 95.67 95.46 -0.21 -0.2% 96.63
Low 95.26 93.23 -2.03 -2.1% 94.70
Close 95.60 93.23 -2.37 -2.5% 96.18
Range 0.41 2.23 1.82 443.9% 1.93
ATR 0.72 0.84 0.12 16.3% 0.00
Volume 3,445 2,779 -666 -19.3% 12,008
Daily Pivots for day following 02-Jan-2014
Classic Woodie Camarilla DeMark
R4 100.66 99.18 94.46
R3 98.43 96.95 93.84
R2 96.20 96.20 93.64
R1 94.72 94.72 93.43 94.35
PP 93.97 93.97 93.97 93.79
S1 92.49 92.49 93.03 92.12
S2 91.74 91.74 92.82
S3 89.51 90.26 92.62
S4 87.28 88.03 92.00
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.63 100.83 97.24
R3 99.70 98.90 96.71
R2 97.77 97.77 96.53
R1 96.97 96.97 96.36 97.37
PP 95.84 95.84 95.84 96.04
S1 95.04 95.04 96.00 95.44
S2 93.91 93.91 95.83
S3 91.98 93.11 95.65
S4 90.05 91.18 95.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.63 93.23 3.40 3.6% 0.84 0.9% 0% False True 2,906
10 96.63 93.23 3.40 3.6% 0.69 0.7% 0% False True 3,905
20 96.63 93.23 3.40 3.6% 0.66 0.7% 0% False True 5,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 104.94
2.618 101.30
1.618 99.07
1.000 97.69
0.618 96.84
HIGH 95.46
0.618 94.61
0.500 94.35
0.382 94.08
LOW 93.23
0.618 91.85
1.000 91.00
1.618 89.62
2.618 87.39
4.250 83.75
Fisher Pivots for day following 02-Jan-2014
Pivot 1 day 3 day
R1 94.35 94.81
PP 93.97 94.28
S1 93.60 93.76

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

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