NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 99.60 98.36 -1.24 -1.2% 101.33
High 100.13 98.36 -1.77 -1.8% 103.45
Low 98.20 96.63 -1.57 -1.6% 98.93
Close 98.85 97.09 -1.76 -1.8% 101.07
Range 1.93 1.73 -0.20 -10.4% 4.52
ATR 1.49 1.54 0.05 3.5% 0.00
Volume 64,956 86,960 22,004 33.9% 355,431
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.55 101.55 98.04
R3 100.82 99.82 97.57
R2 99.09 99.09 97.41
R1 98.09 98.09 97.25 97.73
PP 97.36 97.36 97.36 97.18
S1 96.36 96.36 96.93 96.00
S2 95.63 95.63 96.77
S3 93.90 94.63 96.61
S4 92.17 92.90 96.14
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 114.71 112.41 103.56
R3 110.19 107.89 102.31
R2 105.67 105.67 101.90
R1 103.37 103.37 101.48 102.26
PP 101.15 101.15 101.15 100.60
S1 98.85 98.85 100.66 97.74
S2 96.63 96.63 100.24
S3 92.11 94.33 99.83
S4 87.59 89.81 98.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.38 96.63 4.75 4.9% 1.65 1.7% 10% False True 74,915
10 103.45 96.63 6.82 7.0% 1.67 1.7% 7% False True 67,582
20 103.45 96.63 6.82 7.0% 1.44 1.5% 7% False True 58,674
40 103.45 91.17 12.28 12.6% 1.35 1.4% 48% False False 52,854
60 103.45 90.97 12.48 12.9% 1.28 1.3% 49% False False 46,374
80 103.45 90.97 12.48 12.9% 1.25 1.3% 49% False False 44,296
100 103.45 90.97 12.48 12.9% 1.25 1.3% 49% False False 42,729
120 103.45 90.97 12.48 12.9% 1.26 1.3% 49% False False 39,490
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.71
2.618 102.89
1.618 101.16
1.000 100.09
0.618 99.43
HIGH 98.36
0.618 97.70
0.500 97.50
0.382 97.29
LOW 96.63
0.618 95.56
1.000 94.90
1.618 93.83
2.618 92.10
4.250 89.28
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 97.50 98.90
PP 97.36 98.29
S1 97.23 97.69

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

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