NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 99.48 98.10 -1.38 -1.4% 103.00
High 99.60 98.60 -1.00 -1.0% 105.22
Low 97.55 97.67 0.12 0.1% 100.13
Close 97.99 98.20 0.21 0.2% 102.58
Range 2.05 0.93 -1.12 -54.6% 5.09
ATR 1.75 1.69 -0.06 -3.3% 0.00
Volume 416,927 268,074 -148,853 -35.7% 1,291,655
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 100.95 100.50 98.71
R3 100.02 99.57 98.46
R2 99.09 99.09 98.37
R1 98.64 98.64 98.29 98.87
PP 98.16 98.16 98.16 98.27
S1 97.71 97.71 98.11 97.94
S2 97.23 97.23 98.03
S3 96.30 96.78 97.94
S4 95.37 95.85 97.69
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% 1.70 1.7% 12% False False 286,127
10 105.22 97.55 7.67 7.8% 1.87 1.9% 8% False False 267,442
20 105.22 97.55 7.67 7.8% 1.64 1.7% 8% False False 226,216
40 105.22 92.47 12.75 13.0% 1.56 1.6% 45% False False 156,705
60 105.22 91.48 13.74 14.0% 1.46 1.5% 49% False False 114,771
80 105.22 91.48 13.74 14.0% 1.41 1.4% 49% False False 91,672
100 105.22 91.48 13.74 14.0% 1.37 1.4% 49% False False 76,666
120 105.22 91.48 13.74 14.0% 1.36 1.4% 49% False False 65,324
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 102.55
2.618 101.03
1.618 100.10
1.000 99.53
0.618 99.17
HIGH 98.60
0.618 98.24
0.500 98.14
0.382 98.03
LOW 97.67
0.618 97.10
1.000 96.74
1.618 96.17
2.618 95.24
4.250 93.72
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 98.18 99.54
PP 98.16 99.09
S1 98.14 98.65

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

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