NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 102.18 104.10 1.92 1.9% 101.51
High 104.48 104.23 -0.25 -0.2% 102.68
Low 102.18 102.20 0.02 0.0% 100.40
Close 104.22 102.68 -1.54 -1.5% 101.89
Range 2.30 2.03 -0.27 -11.7% 2.28
ATR 1.39 1.44 0.05 3.3% 0.00
Volume 52,189 96,842 44,653 85.6% 299,294
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 109.13 107.93 103.80
R3 107.10 105.90 103.24
R2 105.07 105.07 103.05
R1 103.87 103.87 102.87 103.46
PP 103.04 103.04 103.04 102.83
S1 101.84 101.84 102.49 101.43
S2 101.01 101.01 102.31
S3 98.98 99.81 102.12
S4 96.95 97.78 101.56
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
5 104.48 100.87 3.61 3.5% 1.57 1.5% 50% False False 68,882
10 104.48 100.40 4.08 4.0% 1.39 1.4% 56% False False 63,474
20 104.48 94.76 9.72 9.5% 1.40 1.4% 81% False False 58,122
40 104.48 91.35 13.13 12.8% 1.35 1.3% 86% False False 45,443
60 104.48 91.35 13.13 12.8% 1.25 1.2% 86% False False 35,890
80 104.48 91.35 13.13 12.8% 1.24 1.2% 86% False False 29,942
100 104.48 91.35 13.13 12.8% 1.22 1.2% 86% False False 25,936
120 104.48 91.35 13.13 12.8% 1.18 1.2% 86% False False 22,262
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.86
2.618 109.54
1.618 107.51
1.000 106.26
0.618 105.48
HIGH 104.23
0.618 103.45
0.500 103.22
0.382 102.98
LOW 102.20
0.618 100.95
1.000 100.17
1.618 98.92
2.618 96.89
4.250 93.57
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 103.22 102.79
PP 103.04 102.75
S1 102.86 102.72

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

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