NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 101.43 102.18 0.75 0.7% 101.51
High 102.21 104.48 2.27 2.2% 102.68
Low 101.10 102.18 1.08 1.1% 100.40
Close 101.89 104.22 2.33 2.3% 101.89
Range 1.11 2.30 1.19 107.2% 2.28
ATR 1.30 1.39 0.09 7.1% 0.00
Volume 69,196 52,189 -17,007 -24.6% 299,294
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 110.53 109.67 105.49
R3 108.23 107.37 104.85
R2 105.93 105.93 104.64
R1 105.07 105.07 104.43 105.50
PP 103.63 103.63 103.63 103.84
S1 102.77 102.77 104.01 103.20
S2 101.33 101.33 103.80
S3 99.03 100.47 103.59
S4 96.73 98.17 102.96
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 108.50 107.47 103.14
R3 106.22 105.19 102.52
R2 103.94 103.94 102.31
R1 102.91 102.91 102.10 103.43
PP 101.66 101.66 101.66 101.91
S1 100.63 100.63 101.68 101.15
S2 99.38 99.38 101.47
S3 97.10 98.35 101.26
S4 94.82 96.07 100.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.48 100.40 4.08 3.9% 1.49 1.4% 94% True False 59,766
10 104.48 99.40 5.08 4.9% 1.41 1.4% 95% True False 59,161
20 104.48 94.62 9.86 9.5% 1.37 1.3% 97% True False 55,998
40 104.48 91.35 13.13 12.6% 1.34 1.3% 98% True False 43,724
60 104.48 91.35 13.13 12.6% 1.23 1.2% 98% True False 34,724
80 104.48 91.35 13.13 12.6% 1.23 1.2% 98% True False 28,887
100 104.48 91.35 13.13 12.6% 1.20 1.2% 98% True False 25,034
120 104.48 91.35 13.13 12.6% 1.17 1.1% 98% True False 21,490
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 114.26
2.618 110.50
1.618 108.20
1.000 106.78
0.618 105.90
HIGH 104.48
0.618 103.60
0.500 103.33
0.382 103.06
LOW 102.18
0.618 100.76
1.000 99.88
1.618 98.46
2.618 96.16
4.250 92.41
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 103.92 103.73
PP 103.63 103.23
S1 103.33 102.74

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

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