NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 98.95 97.79 -1.16 -1.2% 102.18
High 99.14 98.27 -0.87 -0.9% 104.48
Low 97.19 97.41 0.22 0.2% 99.70
Close 97.68 97.94 0.26 0.3% 101.99
Range 1.95 0.86 -1.09 -55.9% 4.78
ATR 1.64 1.59 -0.06 -3.4% 0.00
Volume 243,326 169,473 -73,853 -30.4% 432,302
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 100.45 100.06 98.41
R3 99.59 99.20 98.18
R2 98.73 98.73 98.10
R1 98.34 98.34 98.02 98.54
PP 97.87 97.87 97.87 97.97
S1 97.48 97.48 97.86 97.68
S2 97.01 97.01 97.78
S3 96.15 96.62 97.70
S4 95.29 95.76 97.47
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 5.2% 1.63 1.7% 15% False False 146,078
10 104.48 97.19 7.29 7.4% 1.79 1.8% 10% False False 111,137
20 104.48 97.19 7.29 7.4% 1.54 1.6% 10% False False 85,123
40 104.48 92.13 12.35 12.6% 1.44 1.5% 47% False False 62,770
60 104.48 91.35 13.13 13.4% 1.35 1.4% 50% False False 48,377
80 104.48 91.35 13.13 13.4% 1.29 1.3% 50% False False 40,073
100 104.48 91.35 13.13 13.4% 1.25 1.3% 50% False False 34,239
120 104.48 91.35 13.13 13.4% 1.22 1.2% 50% False False 29,469
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 101.93
2.618 100.52
1.618 99.66
1.000 99.13
0.618 98.80
HIGH 98.27
0.618 97.94
0.500 97.84
0.382 97.74
LOW 97.41
0.618 96.88
1.000 96.55
1.618 96.02
2.618 95.16
4.250 93.76
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 97.91 99.09
PP 97.87 98.71
S1 97.84 98.32

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

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