NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 104.89 103.35 -1.54 -1.5% 102.29
High 104.96 103.53 -1.43 -1.4% 103.45
Low 102.85 100.85 -2.00 -1.9% 101.02
Close 103.33 101.45 -1.88 -1.8% 102.59
Range 2.11 2.68 0.57 27.0% 2.43
ATR 1.55 1.63 0.08 5.2% 0.00
Volume 210,005 267,837 57,832 27.5% 936,364
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 109.98 108.40 102.92
R3 107.30 105.72 102.19
R2 104.62 104.62 101.94
R1 103.04 103.04 101.70 102.49
PP 101.94 101.94 101.94 101.67
S1 100.36 100.36 101.20 99.81
S2 99.26 99.26 100.96
S3 96.58 97.68 100.71
S4 93.90 95.00 99.98
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
5 105.22 100.85 4.37 4.3% 1.91 1.9% 14% False True 229,686
10 105.22 100.85 4.37 4.3% 1.62 1.6% 14% False True 207,768
20 105.22 96.16 9.06 8.9% 1.58 1.6% 58% False False 175,743
40 105.22 91.48 13.74 13.5% 1.50 1.5% 73% False False 120,555
60 105.22 91.48 13.74 13.5% 1.39 1.4% 73% False False 88,924
80 105.22 91.48 13.74 13.5% 1.38 1.4% 73% False False 71,641
100 105.22 91.48 13.74 13.5% 1.36 1.3% 73% False False 60,220
120 105.22 91.48 13.74 13.5% 1.34 1.3% 73% False False 51,274
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 0.22
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 114.92
2.618 110.55
1.618 107.87
1.000 106.21
0.618 105.19
HIGH 103.53
0.618 102.51
0.500 102.19
0.382 101.87
LOW 100.85
0.618 99.19
1.000 98.17
1.618 96.51
2.618 93.83
4.250 89.46
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 102.19 103.04
PP 101.94 102.51
S1 101.70 101.98

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

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