NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 102.20 100.40 -1.80 -1.8% 102.18
High 102.25 100.99 -1.26 -1.2% 104.48
Low 100.33 98.88 -1.45 -1.4% 99.70
Close 100.59 99.59 -1.00 -1.0% 101.99
Range 1.92 2.11 0.19 9.9% 4.78
ATR 1.54 1.59 0.04 2.6% 0.00
Volume 97,323 99,751 2,428 2.5% 432,302
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 106.15 104.98 100.75
R3 104.04 102.87 100.17
R2 101.93 101.93 99.98
R1 100.76 100.76 99.78 100.29
PP 99.82 99.82 99.82 99.59
S1 98.65 98.65 99.40 98.18
S2 97.71 97.71 99.20
S3 95.60 96.54 99.01
S4 93.49 94.43 98.43
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
5 102.83 98.88 3.95 4.0% 1.93 1.9% 18% False True 96,069
10 104.48 98.88 5.60 5.6% 1.75 1.8% 13% False True 82,475
20 104.48 98.24 6.24 6.3% 1.49 1.5% 22% False False 70,669
40 104.48 91.39 13.09 13.1% 1.43 1.4% 63% False False 53,921
60 104.48 91.35 13.13 13.2% 1.34 1.3% 63% False False 42,175
80 104.48 91.35 13.13 13.2% 1.29 1.3% 63% False False 35,283
100 104.48 91.35 13.13 13.2% 1.25 1.3% 63% False False 30,372
120 104.48 91.35 13.13 13.2% 1.23 1.2% 63% False False 26,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.96
2.618 106.51
1.618 104.40
1.000 103.10
0.618 102.29
HIGH 100.99
0.618 100.18
0.500 99.94
0.382 99.69
LOW 98.88
0.618 97.58
1.000 96.77
1.618 95.47
2.618 93.36
4.250 89.91
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 99.94 100.60
PP 99.82 100.26
S1 99.71 99.93

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

View Archives - Comment on this page... - Back to Index of Symbols