NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 05-Feb-2014

Day Change Summary
	Previous	Current
	04-Feb-2014	05-Feb-2014	Change	Change %	Previous Week
Open	91.49	92.55	1.06	1.2%	92.27
High	92.44	92.88	0.44	0.5%	93.34
Low	91.49	92.13	0.64	0.7%	91.30
Close	92.13	92.77	0.64	0.7%	92.00
Range	0.95	0.75	-0.20	-21.1%	2.04
ATR	0.98	0.96	-0.02	-1.7%	0.00
Volume	12,507	10,794	-1,713	-13.7%	56,809

Daily Pivots for day following 05-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	94.84	94.56	93.18
R3	94.09	93.81	92.98
R2	93.34	93.34	92.91
R1	93.06	93.06	92.84	93.20
PP	92.59	92.59	92.59	92.67
S1	92.31	92.31	92.70	92.45
S2	91.84	91.84	92.63
S3	91.09	91.56	92.56
S4	90.34	90.81	92.36

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.33	97.21	93.12
R3	96.29	95.17	92.56
R2	94.25	94.25	92.37
R1	93.13	93.13	92.19	92.67
PP	92.21	92.21	92.21	91.99
S1	91.09	91.09	91.81	90.63
S2	90.17	90.17	91.63
S3	88.13	89.05	91.44
S4	86.09	87.01	90.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.34	91.15	2.19	2.4%	0.86	0.9%	74%	False	False	11,142
10	93.34	91.15	2.19	2.4%	0.89	1.0%	74%	False	False	12,064
20	93.34	89.09	4.25	4.6%	0.97	1.0%	87%	False	False	11,787
40	95.62	89.09	6.53	7.0%	0.90	1.0%	56%	False	False	10,113

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.16
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	96.07
2.618	94.84
1.618	94.09
1.000	93.63
0.618	93.34
HIGH	92.88
0.618	92.59
0.500	92.51
0.382	92.42
LOW	92.13
0.618	91.67
1.000	91.38
1.618	90.92
2.618	90.17
4.250	88.94

Fisher Pivots for day following 05-Feb-2014
Pivot	1 day	3 day
R1	92.68	92.52
PP	92.59	92.27
S1	92.51	92.02

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols