NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 100.40 98.95 -1.45 -1.4% 102.18
High 100.99 99.14 -1.85 -1.8% 104.48
Low 98.88 97.19 -1.69 -1.7% 99.70
Close 99.59 97.68 -1.91 -1.9% 101.99
Range 2.11 1.95 -0.16 -7.6% 4.78
ATR 1.59 1.64 0.06 3.7% 0.00
Volume 99,751 243,326 143,575 143.9% 432,302
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 103.85 102.72 98.75
R3 101.90 100.77 98.22
R2 99.95 99.95 98.04
R1 98.82 98.82 97.86 98.41
PP 98.00 98.00 98.00 97.80
S1 96.87 96.87 97.50 96.46
S2 96.05 96.05 97.32
S3 94.10 94.92 97.14
S4 92.15 92.97 96.61
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
5 102.32 97.19 5.13 5.3% 1.81 1.9% 10% False True 131,740
10 104.48 97.19 7.29 7.5% 1.82 1.9% 7% False True 101,305
20 104.48 97.19 7.29 7.5% 1.55 1.6% 7% False True 79,329
40 104.48 91.54 12.94 13.2% 1.45 1.5% 47% False False 59,233
60 104.48 91.35 13.13 13.4% 1.36 1.4% 48% False False 45,869
80 104.48 91.35 13.13 13.4% 1.30 1.3% 48% False False 38,147
100 104.48 91.35 13.13 13.4% 1.26 1.3% 48% False False 32,706
120 104.48 91.35 13.13 13.4% 1.23 1.3% 48% False False 28,102
Crabel Price Patterns
NR True
NR4 False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.43
2.618 104.25
1.618 102.30
1.000 101.09
0.618 100.35
HIGH 99.14
0.618 98.40
0.500 98.17
0.382 97.93
LOW 97.19
0.618 95.98
1.000 95.24
1.618 94.03
2.618 92.08
4.250 88.90
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 98.17 99.72
PP 98.00 99.04
S1 97.84 98.36

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.