NYMEX Light Sweet Crude Oil Future April 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 102.57 102.89 0.32 0.3% 99.59
High 103.29 103.04 -0.25 -0.2% 100.79
Low 101.96 102.28 0.32 0.3% 98.59
Close 102.84 102.75 -0.09 -0.1% 100.13
Range 1.33 0.76 -0.57 -42.9% 2.20
ATR 1.49 1.44 -0.05 -3.5% 0.00
Volume 246,417 194,397 -52,020 -21.1% 705,250
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 104.97 104.62 103.17
R3 104.21 103.86 102.96
R2 103.45 103.45 102.89
R1 103.10 103.10 102.82 102.90
PP 102.69 102.69 102.69 102.59
S1 102.34 102.34 102.68 102.14
S2 101.93 101.93 102.61
S3 101.17 101.58 102.54
S4 100.41 100.82 102.33
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 106.44 105.48 101.34
R3 104.24 103.28 100.74
R2 102.04 102.04 100.53
R1 101.08 101.08 100.33 101.56
PP 99.84 99.84 99.84 100.08
S1 98.88 98.88 99.93 99.36
S2 97.64 97.64 99.73
S3 95.44 96.68 99.53
S4 93.24 94.48 98.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.29 98.96 4.33 4.2% 1.40 1.4% 88% False False 183,711
10 103.29 96.61 6.68 6.5% 1.49 1.5% 92% False False 154,833
20 103.29 94.92 8.37 8.1% 1.45 1.4% 94% False False 120,614
40 103.29 91.48 11.81 11.5% 1.41 1.4% 95% False False 79,301
60 103.29 91.48 11.81 11.5% 1.35 1.3% 95% False False 60,529
80 103.29 91.48 11.81 11.5% 1.31 1.3% 95% False False 49,735
100 103.29 91.48 11.81 11.5% 1.32 1.3% 95% False False 42,045
120 103.29 91.48 11.81 11.5% 1.29 1.3% 95% False False 35,934
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 106.27
2.618 105.03
1.618 104.27
1.000 103.80
0.618 103.51
HIGH 103.04
0.618 102.75
0.500 102.66
0.382 102.57
LOW 102.28
0.618 101.81
1.000 101.52
1.618 101.05
2.618 100.29
4.250 99.05
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 102.72 102.39
PP 102.69 102.03
S1 102.66 101.67

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

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