NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 103.35 101.04 -2.31 -2.2% 102.29
High 103.53 102.08 -1.45 -1.4% 103.45
Low 100.85 100.13 -0.72 -0.7% 101.02
Close 101.45 101.56 0.11 0.1% 102.59
Range 2.68 1.95 -0.73 -27.2% 2.43
ATR 1.63 1.65 0.02 1.4% 0.00
Volume 267,837 291,849 24,012 9.0% 936,364
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 107.11 106.28 102.63
R3 105.16 104.33 102.10
R2 103.21 103.21 101.92
R1 102.38 102.38 101.74 102.80
PP 101.26 101.26 101.26 101.46
S1 100.43 100.43 101.38 100.85
S2 99.31 99.31 101.20
S3 97.36 98.48 101.02
S4 95.41 96.53 100.49
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
5 105.22 100.13 5.09 5.0% 2.03 2.0% 28% False True 248,757
10 105.22 100.13 5.09 5.0% 1.74 1.7% 28% False True 217,513
20 105.22 96.61 8.61 8.5% 1.61 1.6% 57% False False 186,173
40 105.22 91.48 13.74 13.5% 1.53 1.5% 73% False False 126,994
60 105.22 91.48 13.74 13.5% 1.41 1.4% 73% False False 93,392
80 105.22 91.48 13.74 13.5% 1.38 1.4% 73% False False 75,100
100 105.22 91.48 13.74 13.5% 1.36 1.3% 73% False False 63,043
120 105.22 91.48 13.74 13.5% 1.35 1.3% 73% False False 53,676
Crabel Price Patterns
NR True
NR4 True
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 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.37
2.618 107.19
1.618 105.24
1.000 104.03
0.618 103.29
HIGH 102.08
0.618 101.34
0.500 101.11
0.382 100.87
LOW 100.13
0.618 98.92
1.000 98.18
1.618 96.97
2.618 95.02
4.250 91.84
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 101.41 102.55
PP 101.26 102.22
S1 101.11 101.89

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

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