NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 98.14 97.80 -0.34 -0.3% 98.09
High 98.48 99.45 0.97 1.0% 99.45
Low 97.26 97.45 0.19 0.2% 96.42
Close 98.05 98.65 0.60 0.6% 98.65
Range 1.22 2.00 0.78 63.9% 3.03
ATR 1.43 1.47 0.04 2.8% 0.00
Volume 108,931 96,032 -12,899 -11.8% 432,766
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 104.52 103.58 99.75
R3 102.52 101.58 99.20
R2 100.52 100.52 99.02
R1 99.58 99.58 98.83 100.05
PP 98.52 98.52 98.52 98.75
S1 97.58 97.58 98.47 98.05
S2 96.52 96.52 98.28
S3 94.52 95.58 98.10
S4 92.52 93.58 97.55
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 107.26 105.99 100.32
R3 104.23 102.96 99.48
R2 101.20 101.20 99.21
R1 99.93 99.93 98.93 100.57
PP 98.17 98.17 98.17 98.49
S1 96.90 96.90 98.37 97.54
S2 95.14 95.14 98.09
S3 92.11 93.87 97.82
S4 89.08 90.84 96.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.45 96.42 3.03 3.1% 1.49 1.5% 74% True False 86,553
10 101.16 96.42 4.74 4.8% 1.48 1.5% 47% False False 88,972
20 103.45 96.42 7.03 7.1% 1.51 1.5% 32% False False 73,515
40 103.45 93.67 9.78 9.9% 1.37 1.4% 51% False False 61,968
60 103.45 90.97 12.48 12.7% 1.33 1.4% 62% False False 54,037
80 103.45 90.97 12.48 12.7% 1.27 1.3% 62% False False 49,599
100 103.45 90.97 12.48 12.7% 1.24 1.3% 62% False False 46,628
120 103.45 90.97 12.48 12.7% 1.27 1.3% 62% False False 43,776
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 0.25
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 107.95
2.618 104.69
1.618 102.69
1.000 101.45
0.618 100.69
HIGH 99.45
0.618 98.69
0.500 98.45
0.382 98.21
LOW 97.45
0.618 96.21
1.000 95.45
1.618 94.21
2.618 92.21
4.250 88.95
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 98.58 98.55
PP 98.52 98.45
S1 98.45 98.36

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

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