NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 102.66 100.50 -2.16 -2.1% 101.51
High 102.83 101.48 -1.35 -1.3% 102.68
Low 100.30 99.70 -0.60 -0.6% 100.40
Close 100.88 101.02 0.14 0.1% 101.89
Range 2.53 1.78 -0.75 -29.6% 2.28
ATR 1.51 1.53 0.02 1.3% 0.00
Volume 64,970 97,781 32,811 50.5% 299,294
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 106.07 105.33 102.00
R3 104.29 103.55 101.51
R2 102.51 102.51 101.35
R1 101.77 101.77 101.18 102.14
PP 100.73 100.73 100.73 100.92
S1 99.99 99.99 100.86 100.36
S2 98.95 98.95 100.69
S3 97.17 98.21 100.53
S4 95.39 96.43 100.04
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 99.70 4.78 4.7% 1.95 1.9% 28% False True 76,195
10 104.48 99.70 4.78 4.7% 1.63 1.6% 28% False True 65,855
20 104.48 95.95 8.53 8.4% 1.49 1.5% 59% False False 61,896
40 104.48 91.35 13.13 13.0% 1.41 1.4% 74% False False 48,238
60 104.48 91.35 13.13 13.0% 1.30 1.3% 74% False False 37,833
80 104.48 91.35 13.13 13.0% 1.27 1.3% 74% False False 31,690
100 104.48 91.35 13.13 13.0% 1.22 1.2% 74% False False 27,446
120 104.48 91.35 13.13 13.0% 1.21 1.2% 74% False False 23,553
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.05
2.618 106.14
1.618 104.36
1.000 103.26
0.618 102.58
HIGH 101.48
0.618 100.80
0.500 100.59
0.382 100.38
LOW 99.70
0.618 98.60
1.000 97.92
1.618 96.82
2.618 95.04
4.250 92.14
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 100.88 101.97
PP 100.73 101.65
S1 100.59 101.34

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

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