NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 101.97 102.75 0.78 0.8% 103.00
High 102.91 102.82 -0.09 -0.1% 105.22
Low 101.57 100.85 -0.72 -0.7% 100.13
Close 102.58 101.12 -1.46 -1.4% 102.58
Range 1.34 1.97 0.63 47.0% 5.09
ATR 1.63 1.66 0.02 1.5% 0.00
Volume 226,145 225,290 -855 -0.4% 1,291,655
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 107.51 106.28 102.20
R3 105.54 104.31 101.66
R2 103.57 103.57 101.48
R1 102.34 102.34 101.30 101.97
PP 101.60 101.60 101.60 101.41
S1 100.37 100.37 100.94 100.00
S2 99.63 99.63 100.76
S3 97.66 98.40 100.58
S4 95.69 96.43 100.04
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 117.91 115.34 105.38
R3 112.82 110.25 103.98
R2 107.73 107.73 103.51
R1 105.16 105.16 103.05 103.90
PP 102.64 102.64 102.64 102.02
S1 100.07 100.07 102.11 98.81
S2 97.55 97.55 101.65
S3 92.46 94.98 101.18
S4 87.37 89.89 99.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.96 100.13 4.83 4.8% 2.01 2.0% 20% False False 244,225
10 105.22 100.13 5.09 5.0% 1.80 1.8% 19% False False 227,544
20 105.22 98.59 6.63 6.6% 1.55 1.5% 38% False False 198,153
40 105.22 91.62 13.60 13.4% 1.53 1.5% 70% False False 136,107
60 105.22 91.48 13.74 13.6% 1.43 1.4% 70% False False 100,179
80 105.22 91.48 13.74 13.6% 1.40 1.4% 70% False False 80,343
100 105.22 91.48 13.74 13.6% 1.37 1.4% 70% False False 67,268
120 105.22 91.48 13.74 13.6% 1.36 1.3% 70% False False 57,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.19
2.618 107.98
1.618 106.01
1.000 104.79
0.618 104.04
HIGH 102.82
0.618 102.07
0.500 101.84
0.382 101.60
LOW 100.85
0.618 99.63
1.000 98.88
1.618 97.66
2.618 95.69
4.250 92.48
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 101.84 101.52
PP 101.60 101.39
S1 101.36 101.25

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

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