NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 102.15 103.00 0.85 0.8% 102.29
High 102.96 105.22 2.26 2.2% 103.45
Low 101.80 102.95 1.15 1.1% 101.02
Close 102.59 104.92 2.33 2.3% 102.59
Range 1.16 2.27 1.11 95.7% 2.43
ATR 1.42 1.51 0.09 6.1% 0.00
Volume 178,276 295,819 117,543 65.9% 936,364
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 111.17 110.32 106.17
R3 108.90 108.05 105.54
R2 106.63 106.63 105.34
R1 105.78 105.78 105.13 106.21
PP 104.36 104.36 104.36 104.58
S1 103.51 103.51 104.71 103.94
S2 102.09 102.09 104.50
S3 99.82 101.24 104.30
S4 97.55 98.97 103.67
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 109.64 108.55 103.93
R3 107.21 106.12 103.26
R2 104.78 104.78 103.04
R1 103.69 103.69 102.81 104.24
PP 102.35 102.35 102.35 102.63
S1 101.26 101.26 102.37 101.81
S2 99.92 99.92 102.14
S3 97.49 98.83 101.92
S4 95.06 96.40 101.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.22 101.02 4.20 4.0% 1.58 1.5% 93% True False 210,864
10 105.22 100.05 5.17 4.9% 1.53 1.5% 94% True False 203,669
20 105.22 95.46 9.76 9.3% 1.49 1.4% 97% True False 162,633
40 105.22 91.48 13.74 13.1% 1.46 1.4% 98% True False 110,732
60 105.22 91.48 13.74 13.1% 1.34 1.3% 98% True False 82,228
80 105.22 91.48 13.74 13.1% 1.35 1.3% 98% True False 66,042
100 105.22 91.48 13.74 13.1% 1.34 1.3% 98% True False 55,630
120 105.22 91.48 13.74 13.1% 1.32 1.3% 98% True False 47,382
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 0.26
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 114.87
2.618 111.16
1.618 108.89
1.000 107.49
0.618 106.62
HIGH 105.22
0.618 104.35
0.500 104.09
0.382 103.82
LOW 102.95
0.618 101.55
1.000 100.68
1.618 99.28
2.618 97.01
4.250 93.30
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 104.64 104.44
PP 104.36 103.96
S1 104.09 103.49

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

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