NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 89.71 90.16 0.45 0.5% 91.45
High 90.45 90.16 -0.29 -0.3% 91.72
Low 89.56 89.09 -0.47 -0.5% 89.18
Close 90.10 89.34 -0.76 -0.8% 90.10
Range 0.89 1.07 0.18 20.2% 2.54
ATR 0.94 0.95 0.01 1.0% 0.00
Volume 9,600 14,600 5,000 52.1% 63,044
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 92.74 92.11 89.93
R3 91.67 91.04 89.63
R2 90.60 90.60 89.54
R1 89.97 89.97 89.44 89.75
PP 89.53 89.53 89.53 89.42
S1 88.90 88.90 89.24 88.68
S2 88.46 88.46 89.14
S3 87.39 87.83 89.05
S4 86.32 86.76 88.75
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 97.95 96.57 91.50
R3 95.41 94.03 90.80
R2 92.87 92.87 90.57
R1 91.49 91.49 90.33 90.91
PP 90.33 90.33 90.33 90.05
S1 88.95 88.95 89.87 88.37
S2 87.79 87.79 89.63
S3 85.25 86.41 89.40
S4 82.71 83.87 88.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.45 89.09 2.36 2.6% 1.07 1.2% 11% False True 13,006
10 95.58 89.09 6.49 7.3% 1.16 1.3% 4% False True 10,709
20 95.62 89.09 6.53 7.3% 0.93 1.0% 4% False True 8,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.71
2.618 92.96
1.618 91.89
1.000 91.23
0.618 90.82
HIGH 90.16
0.618 89.75
0.500 89.63
0.382 89.50
LOW 89.09
0.618 88.43
1.000 88.02
1.618 87.36
2.618 86.29
4.250 84.54
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 89.63 89.77
PP 89.53 89.63
S1 89.44 89.48

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

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