NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 100.38 101.33 0.95 0.9% 100.61
High 101.19 103.45 2.26 2.2% 101.77
Low 100.15 101.33 1.18 1.2% 99.59
Close 100.95 103.16 2.21 2.2% 100.95
Range 1.04 2.12 1.08 103.8% 2.18
ATR 1.22 1.31 0.09 7.5% 0.00
Volume 55,564 39,939 -15,625 -28.1% 225,151
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 109.01 108.20 104.33
R3 106.89 106.08 103.74
R2 104.77 104.77 103.55
R1 103.96 103.96 103.35 104.37
PP 102.65 102.65 102.65 102.85
S1 101.84 101.84 102.97 102.25
S2 100.53 100.53 102.77
S3 98.41 99.72 102.58
S4 96.29 97.60 101.99
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 107.31 106.31 102.15
R3 105.13 104.13 101.55
R2 102.95 102.95 101.35
R1 101.95 101.95 101.15 102.45
PP 100.77 100.77 100.77 101.02
S1 99.77 99.77 100.75 100.27
S2 98.59 98.59 100.55
S3 96.41 97.59 100.35
S4 94.23 95.41 99.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.45 99.59 3.86 3.7% 1.35 1.3% 92% True False 44,171
10 103.45 98.70 4.75 4.6% 1.31 1.3% 94% True False 47,698
20 103.45 93.73 9.72 9.4% 1.27 1.2% 97% True False 49,850
40 103.45 90.97 12.48 12.1% 1.26 1.2% 98% True False 48,042
60 103.45 90.97 12.48 12.1% 1.18 1.1% 98% True False 43,206
80 103.45 90.97 12.48 12.1% 1.20 1.2% 98% True False 40,509
100 103.45 90.97 12.48 12.1% 1.22 1.2% 98% True False 39,244
120 103.45 90.97 12.48 12.1% 1.25 1.2% 98% True False 36,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 112.46
2.618 109.00
1.618 106.88
1.000 105.57
0.618 104.76
HIGH 103.45
0.618 102.64
0.500 102.39
0.382 102.14
LOW 101.33
0.618 100.02
1.000 99.21
1.618 97.90
2.618 95.78
4.250 92.32
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 102.90 102.69
PP 102.65 102.22
S1 102.39 101.75

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

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