NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 100.30 101.34 1.04 1.0% 99.49
High 101.70 102.24 0.54 0.5% 102.24
Low 100.03 101.18 1.15 1.1% 98.80
Close 101.28 101.67 0.39 0.4% 101.67
Range 1.67 1.06 -0.61 -36.5% 3.44
ATR 1.54 1.50 -0.03 -2.2% 0.00
Volume 202,200 166,326 -35,874 -17.7% 948,616
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 104.88 104.33 102.25
R3 103.82 103.27 101.96
R2 102.76 102.76 101.86
R1 102.21 102.21 101.77 102.49
PP 101.70 101.70 101.70 101.83
S1 101.15 101.15 101.57 101.43
S2 100.64 100.64 101.48
S3 99.58 100.09 101.38
S4 98.52 99.03 101.09
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 111.22 109.89 103.56
R3 107.78 106.45 102.62
R2 104.34 104.34 102.30
R1 103.01 103.01 101.99 103.68
PP 100.90 100.90 100.90 101.24
S1 99.57 99.57 101.35 100.24
S2 97.46 97.46 101.04
S3 94.02 96.13 100.72
S4 90.58 92.69 99.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.24 98.80 3.44 3.4% 1.36 1.3% 83% True False 189,723
10 102.24 97.00 5.24 5.2% 1.48 1.5% 89% True False 200,614
20 104.48 97.00 7.48 7.4% 1.64 1.6% 62% False False 158,728
40 104.48 94.62 9.86 9.7% 1.47 1.4% 72% False False 106,960
60 104.48 91.35 13.13 12.9% 1.45 1.4% 79% False False 81,379
80 104.48 91.35 13.13 12.9% 1.33 1.3% 79% False False 65,299
100 104.48 91.35 13.13 12.9% 1.30 1.3% 79% False False 54,454
120 104.48 91.35 13.13 12.9% 1.26 1.2% 79% False False 46,901
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 106.75
2.618 105.02
1.618 103.96
1.000 103.30
0.618 102.90
HIGH 102.24
0.618 101.84
0.500 101.71
0.382 101.58
LOW 101.18
0.618 100.52
1.000 100.12
1.618 99.46
2.618 98.40
4.250 96.68
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 101.71 101.34
PP 101.70 101.00
S1 101.68 100.67

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

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