NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 100.94 99.48 -1.46 -1.4% 103.00
High 101.52 99.60 -1.92 -1.9% 105.22
Low 99.32 97.55 -1.77 -1.8% 100.13
Close 100.03 97.99 -2.04 -2.0% 102.58
Range 2.20 2.05 -0.15 -6.8% 5.09
ATR 1.69 1.75 0.06 3.3% 0.00
Volume 294,201 416,927 122,726 41.7% 1,291,655
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 104.53 103.31 99.12
R3 102.48 101.26 98.55
R2 100.43 100.43 98.37
R1 99.21 99.21 98.18 98.80
PP 98.38 98.38 98.38 98.17
S1 97.16 97.16 97.80 96.75
S2 96.33 96.33 97.61
S3 94.28 95.11 97.43
S4 92.23 93.06 96.86
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
5 102.91 97.55 5.36 5.5% 1.90 1.9% 8% False True 290,882
10 105.22 97.55 7.67 7.8% 1.91 1.9% 6% False True 260,284
20 105.22 97.55 7.67 7.8% 1.65 1.7% 6% False True 222,084
40 105.22 91.67 13.55 13.8% 1.57 1.6% 47% False False 151,000
60 105.22 91.48 13.74 14.0% 1.47 1.5% 47% False False 110,803
80 105.22 91.48 13.74 14.0% 1.41 1.4% 47% False False 88,729
100 105.22 91.48 13.74 14.0% 1.39 1.4% 47% False False 74,197
120 105.22 91.48 13.74 14.0% 1.37 1.4% 47% False False 63,156
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.31
2.618 104.97
1.618 102.92
1.000 101.65
0.618 100.87
HIGH 99.60
0.618 98.82
0.500 98.58
0.382 98.33
LOW 97.55
0.618 96.28
1.000 95.50
1.618 94.23
2.618 92.18
4.250 88.84
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 98.58 100.19
PP 98.38 99.45
S1 98.19 98.72

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

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