NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 98.69 99.41 0.72 0.7% 100.39
High 99.61 100.36 0.75 0.8% 102.27
Low 98.15 99.38 1.23 1.3% 98.15
Close 99.20 100.10 0.90 0.9% 100.10
Range 1.46 0.98 -0.48 -32.9% 4.12
ATR 1.30 1.29 -0.01 -0.8% 0.00
Volume 29,176 30,319 1,143 3.9% 136,116
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.89 102.47 100.64
R3 101.91 101.49 100.37
R2 100.93 100.93 100.28
R1 100.51 100.51 100.19 100.72
PP 99.95 99.95 99.95 100.05
S1 99.53 99.53 100.01 99.74
S2 98.97 98.97 99.92
S3 97.99 98.55 99.83
S4 97.01 97.57 99.56
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 112.53 110.44 102.37
R3 108.41 106.32 101.23
R2 104.29 104.29 100.86
R1 102.20 102.20 100.48 101.19
PP 100.17 100.17 100.17 99.67
S1 98.08 98.08 99.72 97.07
S2 96.05 96.05 99.34
S3 91.93 93.96 98.97
S4 87.81 89.84 97.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.27 98.15 4.12 4.1% 1.64 1.6% 47% False False 27,223
10 102.27 98.15 4.12 4.1% 1.39 1.4% 47% False False 22,427
20 102.27 94.67 7.60 7.6% 1.25 1.2% 71% False False 21,694
40 102.27 90.40 11.87 11.9% 1.16 1.2% 82% False False 17,696
60 102.27 90.40 11.87 11.9% 1.08 1.1% 82% False False 14,516
80 102.27 90.40 11.87 11.9% 1.04 1.0% 82% False False 12,605
100 102.27 90.40 11.87 11.9% 1.00 1.0% 82% False False 10,920
120 102.27 90.40 11.87 11.9% 0.97 1.0% 82% False False 9,394
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.20
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 104.53
2.618 102.93
1.618 101.95
1.000 101.34
0.618 100.97
HIGH 100.36
0.618 99.99
0.500 99.87
0.382 99.75
LOW 99.38
0.618 98.77
1.000 98.40
1.618 97.79
2.618 96.81
4.250 95.22
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 100.02 99.89
PP 99.95 99.68
S1 99.87 99.47

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

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