NYMEX Light Sweet Crude Oil Future March 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 96.53 97.67 1.14 1.2% 96.90
High 97.82 98.26 0.44 0.4% 98.59
Low 96.37 96.80 0.43 0.4% 95.21
Close 97.19 97.38 0.19 0.2% 97.49
Range 1.45 1.46 0.01 0.7% 3.38
ATR 1.53 1.52 0.00 -0.3% 0.00
Volume 204,282 237,671 33,389 16.3% 1,094,963
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 101.86 101.08 98.18
R3 100.40 99.62 97.78
R2 98.94 98.94 97.65
R1 98.16 98.16 97.51 97.82
PP 97.48 97.48 97.48 97.31
S1 96.70 96.70 97.25 96.36
S2 96.02 96.02 97.11
S3 94.56 95.24 96.98
S4 93.10 93.78 96.58
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 107.24 105.74 99.35
R3 103.86 102.36 98.42
R2 100.48 100.48 98.11
R1 98.98 98.98 97.80 99.73
PP 97.10 97.10 97.10 97.47
S1 95.60 95.60 97.18 96.35
S2 93.72 93.72 96.87
S3 90.34 92.22 96.56
S4 86.96 88.84 95.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.59 96.26 2.33 2.4% 1.43 1.5% 48% False False 237,628
10 98.59 95.21 3.38 3.5% 1.56 1.6% 64% False False 234,397
20 98.59 91.47 7.12 7.3% 1.55 1.6% 83% False False 199,129
40 100.79 91.47 9.32 9.6% 1.40 1.4% 63% False False 126,564
60 100.79 91.47 9.32 9.6% 1.40 1.4% 63% False False 99,320
80 101.81 91.47 10.34 10.6% 1.40 1.4% 57% False False 84,444
100 102.29 91.47 10.82 11.1% 1.42 1.5% 55% False False 72,167
120 104.37 91.47 12.90 13.2% 1.40 1.4% 46% False False 62,550
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.47
2.618 102.08
1.618 100.62
1.000 99.72
0.618 99.16
HIGH 98.26
0.618 97.70
0.500 97.53
0.382 97.36
LOW 96.80
0.618 95.90
1.000 95.34
1.618 94.44
2.618 92.98
4.250 90.60
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 97.53 97.34
PP 97.48 97.30
S1 97.43 97.26

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

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