NYMEX Light Sweet Crude Oil Future June 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 99.55 100.50 0.95 1.0% 98.70
High 100.89 101.39 0.50 0.5% 101.39
Low 99.28 100.39 1.11 1.1% 98.14
Close 100.53 100.89 0.36 0.4% 100.89
Range 1.61 1.00 -0.61 -37.9% 3.25
ATR 1.44 1.41 -0.03 -2.2% 0.00
Volume 94,281 86,856 -7,425 -7.9% 374,902
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 103.89 103.39 101.44
R3 102.89 102.39 101.17
R2 101.89 101.89 101.07
R1 101.39 101.39 100.98 101.64
PP 100.89 100.89 100.89 101.02
S1 100.39 100.39 100.80 100.64
S2 99.89 99.89 100.71
S3 98.89 99.39 100.62
S4 97.89 98.39 100.34
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 109.89 108.64 102.68
R3 106.64 105.39 101.78
R2 103.39 103.39 101.49
R1 102.14 102.14 101.19 102.77
PP 100.14 100.14 100.14 100.45
S1 98.89 98.89 100.59 99.52
S2 96.89 96.89 100.29
S3 93.64 95.64 100.00
S4 90.39 92.39 99.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.39 98.14 3.25 3.2% 1.27 1.3% 85% True False 74,980
10 101.39 96.42 4.97 4.9% 1.38 1.4% 90% True False 80,766
20 103.45 96.42 7.03 7.0% 1.52 1.5% 64% False False 81,002
40 103.45 93.73 9.72 9.6% 1.37 1.4% 74% False False 65,385
60 103.45 90.97 12.48 12.4% 1.36 1.4% 79% False False 58,717
80 103.45 90.97 12.48 12.4% 1.26 1.3% 79% False False 52,582
100 103.45 90.97 12.48 12.4% 1.26 1.2% 79% False False 48,602
120 103.45 90.97 12.48 12.4% 1.27 1.3% 79% False False 46,005
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 0.27
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 105.64
2.618 104.01
1.618 103.01
1.000 102.39
0.618 102.01
HIGH 101.39
0.618 101.01
0.500 100.89
0.382 100.77
LOW 100.39
0.618 99.77
1.000 99.39
1.618 98.77
2.618 97.77
4.250 96.14
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 100.89 100.58
PP 100.89 100.26
S1 100.89 99.95

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

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