NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 99.18 100.30 1.12 1.1% 98.81
High 100.46 101.70 1.24 1.2% 100.25
Low 99.10 100.03 0.93 0.9% 97.00
Close 100.26 101.28 1.02 1.0% 99.46
Range 1.36 1.67 0.31 22.8% 3.25
ATR 1.53 1.54 0.01 0.7% 0.00
Volume 211,367 202,200 -9,167 -4.3% 1,057,525
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 106.01 105.32 102.20
R3 104.34 103.65 101.74
R2 102.67 102.67 101.59
R1 101.98 101.98 101.43 102.33
PP 101.00 101.00 101.00 101.18
S1 100.31 100.31 101.13 100.66
S2 99.33 99.33 100.97
S3 97.66 98.64 100.82
S4 95.99 96.97 100.36
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 108.65 107.31 101.25
R3 105.40 104.06 100.35
R2 102.15 102.15 100.06
R1 100.81 100.81 99.76 101.48
PP 98.90 98.90 98.90 99.24
S1 97.56 97.56 99.16 98.23
S2 95.65 95.65 98.86
S3 92.40 94.31 98.57
S4 89.15 91.06 97.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.70 98.25 3.45 3.4% 1.54 1.5% 88% True False 194,715
10 101.70 97.00 4.70 4.6% 1.49 1.5% 91% True False 196,606
20 104.48 97.00 7.48 7.4% 1.64 1.6% 57% False False 153,871
40 104.48 94.62 9.86 9.7% 1.47 1.5% 68% False False 103,506
60 104.48 91.35 13.13 13.0% 1.45 1.4% 76% False False 78,871
80 104.48 91.35 13.13 13.0% 1.33 1.3% 76% False False 63,266
100 104.48 91.35 13.13 13.0% 1.30 1.3% 76% False False 52,926
120 104.48 91.35 13.13 13.0% 1.26 1.2% 76% False False 45,548
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.80
2.618 106.07
1.618 104.40
1.000 103.37
0.618 102.73
HIGH 101.70
0.618 101.06
0.500 100.87
0.382 100.67
LOW 100.03
0.618 99.00
1.000 98.36
1.618 97.33
2.618 95.66
4.250 92.93
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 101.14 100.94
PP 101.00 100.59
S1 100.87 100.25

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

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