NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 101.74 100.78 -0.96 -0.9% 99.65
High 101.97 100.79 -1.18 -1.2% 100.75
Low 100.33 98.57 -1.76 -1.8% 98.69
Close 100.65 99.03 -1.62 -1.6% 99.96
Range 1.64 2.22 0.58 35.4% 2.06
ATR 1.22 1.29 0.07 5.9% 0.00
Volume 38,374 24,958 -13,416 -35.0% 88,155
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 106.12 104.80 100.25
R3 103.90 102.58 99.64
R2 101.68 101.68 99.44
R1 100.36 100.36 99.23 99.91
PP 99.46 99.46 99.46 99.24
S1 98.14 98.14 98.83 97.69
S2 97.24 97.24 98.62
S3 95.02 95.92 98.42
S4 92.80 93.70 97.81
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 105.98 105.03 101.09
R3 103.92 102.97 100.53
R2 101.86 101.86 100.34
R1 100.91 100.91 100.15 101.39
PP 99.80 99.80 99.80 100.04
S1 98.85 98.85 99.77 99.33
S2 97.74 97.74 99.58
S3 95.68 96.79 99.39
S4 93.62 94.73 98.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.27 98.57 3.70 3.7% 1.51 1.5% 12% False True 23,830
10 102.27 98.57 3.70 3.7% 1.31 1.3% 12% False True 21,536
20 102.27 93.76 8.51 8.6% 1.23 1.2% 62% False False 19,805
40 102.27 90.40 11.87 12.0% 1.15 1.2% 73% False False 16,876
60 102.27 90.40 11.87 12.0% 1.05 1.1% 73% False False 13,781
80 102.27 90.40 11.87 12.0% 1.02 1.0% 73% False False 11,998
100 102.27 90.40 11.87 12.0% 1.00 1.0% 73% False False 10,385
120 102.27 90.40 11.87 12.0% 0.96 1.0% 73% False False 8,915
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 0.18
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 110.23
2.618 106.60
1.618 104.38
1.000 103.01
0.618 102.16
HIGH 100.79
0.618 99.94
0.500 99.68
0.382 99.42
LOW 98.57
0.618 97.20
1.000 96.35
1.618 94.98
2.618 92.76
4.250 89.14
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 99.68 100.42
PP 99.46 99.96
S1 99.25 99.49

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

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