NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 97.57 96.48 -1.09 -1.1% 100.39
High 97.58 96.84 -0.74 -0.8% 102.27
Low 95.98 96.07 0.09 0.1% 98.15
Close 96.44 96.69 0.25 0.3% 100.10
Range 1.60 0.77 -0.83 -51.9% 4.12
ATR 1.40 1.36 -0.05 -3.2% 0.00
Volume 41,561 62,870 21,309 51.3% 136,116
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 98.84 98.54 97.11
R3 98.07 97.77 96.90
R2 97.30 97.30 96.83
R1 97.00 97.00 96.76 97.15
PP 96.53 96.53 96.53 96.61
S1 96.23 96.23 96.62 96.38
S2 95.76 95.76 96.55
S3 94.99 95.46 96.48
S4 94.22 94.69 96.27
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% 1.35 1.4% 16% False False 38,223
10 102.27 95.98 6.29 6.5% 1.49 1.5% 11% False False 31,879
20 102.27 95.98 6.29 6.5% 1.29 1.3% 11% False False 25,735
40 102.27 91.00 11.27 11.7% 1.20 1.2% 50% False False 20,010
60 102.27 90.40 11.87 12.3% 1.12 1.2% 53% False False 16,531
80 102.27 90.40 11.87 12.3% 1.05 1.1% 53% False False 14,294
100 102.27 90.40 11.87 12.3% 1.02 1.1% 53% False False 12,405
120 102.27 90.40 11.87 12.3% 0.99 1.0% 53% False False 10,685
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 100.11
2.618 98.86
1.618 98.09
1.000 97.61
0.618 97.32
HIGH 96.84
0.618 96.55
0.500 96.46
0.382 96.36
LOW 96.07
0.618 95.59
1.000 95.30
1.618 94.82
2.618 94.05
4.250 92.80
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 96.61 97.60
PP 96.53 97.30
S1 96.46 96.99

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

View Archives - Comment on this page... - Back to Index of Symbols