NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 100.50 101.37 0.87 0.9% 102.18
High 101.48 102.32 0.84 0.8% 104.48
Low 99.70 101.02 1.32 1.3% 99.70
Close 101.02 101.99 0.97 1.0% 101.99
Range 1.78 1.30 -0.48 -27.0% 4.78
ATR 1.53 1.52 -0.02 -1.1% 0.00
Volume 97,781 120,520 22,739 23.3% 432,302
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 105.68 105.13 102.71
R3 104.38 103.83 102.35
R2 103.08 103.08 102.23
R1 102.53 102.53 102.11 102.81
PP 101.78 101.78 101.78 101.91
S1 101.23 101.23 101.87 101.51
S2 100.48 100.48 101.75
S3 99.18 99.93 101.63
S4 97.88 98.63 101.28
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 116.40 113.97 104.62
R3 111.62 109.19 103.30
R2 106.84 106.84 102.87
R1 104.41 104.41 102.43 103.24
PP 102.06 102.06 102.06 101.47
S1 99.63 99.63 101.55 98.46
S2 97.28 97.28 101.11
S3 92.50 94.85 100.68
S4 87.72 90.07 99.36
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% 1.99 1.9% 48% False False 86,460
10 104.48 99.70 4.78 4.7% 1.66 1.6% 48% False False 73,159
20 104.48 96.08 8.40 8.2% 1.49 1.5% 70% False False 65,744
40 104.48 91.35 13.13 12.9% 1.40 1.4% 81% False False 50,670
60 104.48 91.35 13.13 12.9% 1.31 1.3% 81% False False 39,572
80 104.48 91.35 13.13 12.9% 1.27 1.2% 81% False False 33,060
100 104.48 91.35 13.13 12.9% 1.23 1.2% 81% False False 28,576
120 104.48 91.35 13.13 12.9% 1.22 1.2% 81% False False 24,527
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 107.85
2.618 105.72
1.618 104.42
1.000 103.62
0.618 103.12
HIGH 102.32
0.618 101.82
0.500 101.67
0.382 101.52
LOW 101.02
0.618 100.22
1.000 99.72
1.618 98.92
2.618 97.62
4.250 95.50
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 101.88 101.75
PP 101.78 101.51
S1 101.67 101.27

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

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