NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 99.53 100.39 0.86 0.9% 102.75
High 100.47 100.82 0.35 0.3% 102.82
Low 99.34 99.08 -0.26 -0.3% 97.55
Close 100.37 99.43 -0.94 -0.9% 98.89
Range 1.13 1.74 0.61 54.0% 5.27
ATR 1.67 1.67 0.01 0.3% 0.00
Volume 110,319 29,167 -81,152 -73.6% 1,430,792
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 105.00 103.95 100.39
R3 103.26 102.21 99.91
R2 101.52 101.52 99.75
R1 100.47 100.47 99.59 100.13
PP 99.78 99.78 99.78 99.60
S1 98.73 98.73 99.27 98.39
S2 98.04 98.04 99.11
S3 96.30 96.99 98.95
S4 94.56 95.25 98.47
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 115.56 112.50 101.79
R3 110.29 107.23 100.34
R2 105.02 105.02 99.86
R1 101.96 101.96 99.37 100.86
PP 99.75 99.75 99.75 99.20
S1 96.69 96.69 98.41 95.59
S2 94.48 94.48 97.92
S3 89.21 91.42 97.44
S4 83.94 86.15 95.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.82 97.37 3.45 3.5% 1.63 1.6% 60% True False 157,136
10 102.91 97.37 5.54 5.6% 1.66 1.7% 37% False False 221,631
20 105.22 97.37 7.85 7.9% 1.70 1.7% 26% False False 219,572
40 105.22 94.92 10.30 10.4% 1.57 1.6% 44% False False 170,093
60 105.22 91.48 13.74 13.8% 1.51 1.5% 58% False False 126,058
80 105.22 91.48 13.74 13.8% 1.44 1.4% 58% False False 100,290
100 105.22 91.48 13.74 13.8% 1.38 1.4% 58% False False 83,702
120 105.22 91.48 13.74 13.8% 1.38 1.4% 58% False False 71,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.22
2.618 105.38
1.618 103.64
1.000 102.56
0.618 101.90
HIGH 100.82
0.618 100.16
0.500 99.95
0.382 99.74
LOW 99.08
0.618 98.00
1.000 97.34
1.618 96.26
2.618 94.52
4.250 91.69
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 99.95 99.38
PP 99.78 99.33
S1 99.60 99.29

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

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