NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 103.00 104.89 1.89 1.8% 102.29
High 105.22 104.96 -0.26 -0.2% 103.45
Low 102.95 102.85 -0.10 -0.1% 101.02
Close 104.92 103.33 -1.59 -1.5% 102.59
Range 2.27 2.11 -0.16 -7.0% 2.43
ATR 1.51 1.55 0.04 2.9% 0.00
Volume 295,819 210,005 -85,814 -29.0% 936,364
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 110.04 108.80 104.49
R3 107.93 106.69 103.91
R2 105.82 105.82 103.72
R1 104.58 104.58 103.52 104.15
PP 103.71 103.71 103.71 103.50
S1 102.47 102.47 103.14 102.04
S2 101.60 101.60 102.94
S3 99.49 100.36 102.75
S4 97.38 98.25 102.17
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
5 105.22 101.58 3.64 3.5% 1.64 1.6% 48% False False 215,422
10 105.22 101.02 4.20 4.1% 1.48 1.4% 55% False False 205,626
20 105.22 95.63 9.59 9.3% 1.52 1.5% 80% False False 168,470
40 105.22 91.48 13.74 13.3% 1.47 1.4% 86% False False 114,921
60 105.22 91.48 13.74 13.3% 1.36 1.3% 86% False False 85,048
80 105.22 91.48 13.74 13.3% 1.36 1.3% 86% False False 68,480
100 105.22 91.48 13.74 13.3% 1.35 1.3% 86% False False 57,627
120 105.22 91.48 13.74 13.3% 1.32 1.3% 86% False False 49,087
Crabel Price Patterns
NR True
NR4 False
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.93
2.618 110.48
1.618 108.37
1.000 107.07
0.618 106.26
HIGH 104.96
0.618 104.15
0.500 103.91
0.382 103.66
LOW 102.85
0.618 101.55
1.000 100.74
1.618 99.44
2.618 97.33
4.250 93.88
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 103.91 103.51
PP 103.71 103.45
S1 103.52 103.39

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

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