NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 100.30 98.72 -1.58 -1.6% 100.39
High 100.30 99.22 -1.08 -1.1% 102.27
Low 98.61 97.49 -1.12 -1.1% 98.15
Close 98.86 98.07 -0.79 -0.8% 100.10
Range 1.69 1.73 0.04 2.4% 4.12
ATR 1.32 1.35 0.03 2.2% 0.00
Volume 25,223 31,144 5,921 23.5% 136,116
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 103.45 102.49 99.02
R3 101.72 100.76 98.55
R2 99.99 99.99 98.39
R1 99.03 99.03 98.23 98.65
PP 98.26 98.26 98.26 98.07
S1 97.30 97.30 97.91 96.92
S2 96.53 96.53 97.75
S3 94.80 95.57 97.59
S4 93.07 93.84 97.12
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
5 100.79 97.49 3.30 3.4% 1.62 1.6% 18% False True 28,164
10 102.27 97.49 4.78 4.9% 1.44 1.5% 12% False True 25,106
20 102.27 96.72 5.55 5.7% 1.25 1.3% 24% False False 22,640
40 102.27 90.49 11.78 12.0% 1.19 1.2% 64% False False 18,134
60 102.27 90.40 11.87 12.1% 1.10 1.1% 65% False False 15,052
80 102.27 90.40 11.87 12.1% 1.05 1.1% 65% False False 13,172
100 102.27 90.40 11.87 12.1% 1.02 1.0% 65% False False 11,425
120 102.27 90.40 11.87 12.1% 1.00 1.0% 65% False False 9,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.57
2.618 103.75
1.618 102.02
1.000 100.95
0.618 100.29
HIGH 99.22
0.618 98.56
0.500 98.36
0.382 98.15
LOW 97.49
0.618 96.42
1.000 95.76
1.618 94.69
2.618 92.96
4.250 90.14
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 98.36 98.93
PP 98.26 98.64
S1 98.17 98.36

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

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