NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 98.72 97.57 -1.15 -1.2% 100.39
High 99.22 97.58 -1.64 -1.7% 102.27
Low 97.49 95.98 -1.51 -1.5% 98.15
Close 98.07 96.44 -1.63 -1.7% 100.10
Range 1.73 1.60 -0.13 -7.5% 4.12
ATR 1.35 1.40 0.05 3.9% 0.00
Volume 31,144 41,561 10,417 33.4% 136,116
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 101.47 100.55 97.32
R3 99.87 98.95 96.88
R2 98.27 98.27 96.73
R1 97.35 97.35 96.59 97.01
PP 96.67 96.67 96.67 96.50
S1 95.75 95.75 96.29 95.41
S2 95.07 95.07 96.15
S3 93.47 94.15 96.00
S4 91.87 92.55 95.56
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
5 100.36 95.98 4.38 4.5% 1.49 1.5% 11% False True 31,484
10 102.27 95.98 6.29 6.5% 1.50 1.6% 7% False True 27,657
20 102.27 95.98 6.29 6.5% 1.29 1.3% 7% False True 23,646
40 102.27 90.62 11.65 12.1% 1.20 1.2% 50% False False 18,777
60 102.27 90.40 11.87 12.3% 1.12 1.2% 51% False False 15,578
80 102.27 90.40 11.87 12.3% 1.05 1.1% 51% False False 13,610
100 102.27 90.40 11.87 12.3% 1.03 1.1% 51% False False 11,812
120 102.27 90.40 11.87 12.3% 0.99 1.0% 51% False False 10,181
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.38
2.618 101.77
1.618 100.17
1.000 99.18
0.618 98.57
HIGH 97.58
0.618 96.97
0.500 96.78
0.382 96.59
LOW 95.98
0.618 94.99
1.000 94.38
1.618 93.39
2.618 91.79
4.250 89.18
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 96.78 98.14
PP 96.67 97.57
S1 96.55 97.01

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

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