NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 26-Feb-2014
Day Change Summary
Previous Current
25-Feb-2014 26-Feb-2014 Change Change % Previous Week
Open 100.91 100.42 -0.49 -0.5% 98.70
High 101.00 101.13 0.13 0.1% 101.10
Low 99.59 100.01 0.42 0.4% 98.70
Close 100.24 100.77 0.53 0.5% 100.48
Range 1.41 1.12 -0.29 -20.6% 2.40
ATR 1.26 1.25 -0.01 -0.8% 0.00
Volume 36,104 40,297 4,193 11.6% 211,893
Daily Pivots for day following 26-Feb-2014
Classic Woodie Camarilla DeMark
R4 104.00 103.50 101.39
R3 102.88 102.38 101.08
R2 101.76 101.76 100.98
R1 101.26 101.26 100.87 101.51
PP 100.64 100.64 100.64 100.76
S1 100.14 100.14 100.67 100.39
S2 99.52 99.52 100.56
S3 98.40 99.02 100.46
S4 97.28 97.90 100.15
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 107.29 106.29 101.80
R3 104.89 103.89 101.14
R2 102.49 102.49 100.92
R1 101.49 101.49 100.70 101.99
PP 100.09 100.09 100.09 100.35
S1 99.09 99.09 100.26 99.59
S2 97.69 97.69 100.04
S3 95.29 96.69 99.82
S4 92.89 94.29 99.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.77 99.59 2.18 2.2% 1.18 1.2% 54% False False 45,695
10 101.77 97.51 4.26 4.2% 1.21 1.2% 77% False False 49,765
20 101.77 93.73 8.04 8.0% 1.22 1.2% 88% False False 48,763
40 101.77 90.97 10.80 10.7% 1.28 1.3% 91% False False 46,189
60 101.77 90.97 10.80 10.7% 1.19 1.2% 91% False False 42,073
80 101.77 90.97 10.80 10.7% 1.20 1.2% 91% False False 40,394
100 101.77 90.97 10.80 10.7% 1.22 1.2% 91% False False 38,481
120 101.77 90.97 10.80 10.7% 1.24 1.2% 91% False False 35,451
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.89
2.618 104.06
1.618 102.94
1.000 102.25
0.618 101.82
HIGH 101.13
0.618 100.70
0.500 100.57
0.382 100.44
LOW 100.01
0.618 99.32
1.000 98.89
1.618 98.20
2.618 97.08
4.250 95.25
Fisher Pivots for day following 26-Feb-2014
Pivot 1 day 3 day
R1 100.70 100.74
PP 100.64 100.71
S1 100.57 100.68

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

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