NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 104.10 102.66 -1.44 -1.4% 101.51
High 104.23 102.83 -1.40 -1.3% 102.68
Low 102.20 100.30 -1.90 -1.9% 100.40
Close 102.68 100.88 -1.80 -1.8% 101.89
Range 2.03 2.53 0.50 24.6% 2.28
ATR 1.44 1.51 0.08 5.4% 0.00
Volume 96,842 64,970 -31,872 -32.9% 299,294
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 108.93 107.43 102.27
R3 106.40 104.90 101.58
R2 103.87 103.87 101.34
R1 102.37 102.37 101.11 101.86
PP 101.34 101.34 101.34 101.08
S1 99.84 99.84 100.65 99.33
S2 98.81 98.81 100.42
S3 96.28 97.31 100.18
S4 93.75 94.78 99.49
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
5 104.48 100.30 4.18 4.1% 1.83 1.8% 14% False True 70,870
10 104.48 100.30 4.18 4.1% 1.53 1.5% 14% False True 63,838
20 104.48 95.39 9.09 9.0% 1.46 1.4% 60% False False 58,855
40 104.48 91.35 13.13 13.0% 1.38 1.4% 73% False False 46,459
60 104.48 91.35 13.13 13.0% 1.28 1.3% 73% False False 36,483
80 104.48 91.35 13.13 13.0% 1.26 1.2% 73% False False 30,604
100 104.48 91.35 13.13 13.0% 1.22 1.2% 73% False False 26,533
120 104.48 91.35 13.13 13.0% 1.20 1.2% 73% False False 22,768
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 0.20
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 113.58
2.618 109.45
1.618 106.92
1.000 105.36
0.618 104.39
HIGH 102.83
0.618 101.86
0.500 101.57
0.382 101.27
LOW 100.30
0.618 98.74
1.000 97.77
1.618 96.21
2.618 93.68
4.250 89.55
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 101.57 102.39
PP 101.34 101.89
S1 101.11 101.38

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

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