NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 14-Mar-2014
Day Change Summary
Previous Current
13-Mar-2014 14-Mar-2014 Change Change % Previous Week
Open 96.48 96.58 0.10 0.1% 100.30
High 96.84 97.55 0.71 0.7% 100.30
Low 96.07 96.48 0.41 0.4% 95.98
Close 96.69 97.31 0.62 0.6% 97.31
Range 0.77 1.07 0.30 39.0% 4.32
ATR 1.36 1.34 -0.02 -1.5% 0.00
Volume 62,870 45,441 -17,429 -27.7% 206,239
Daily Pivots for day following 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 100.32 99.89 97.90
R3 99.25 98.82 97.60
R2 98.18 98.18 97.51
R1 97.75 97.75 97.41 97.97
PP 97.11 97.11 97.11 97.22
S1 96.68 96.68 97.21 96.90
S2 96.04 96.04 97.11
S3 94.97 95.61 97.02
S4 93.90 94.54 96.72
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 110.82 108.39 99.69
R3 106.50 104.07 98.50
R2 102.18 102.18 98.10
R1 99.75 99.75 97.71 98.81
PP 97.86 97.86 97.86 97.39
S1 95.43 95.43 96.91 94.49
S2 93.54 93.54 96.52
S3 89.22 91.11 96.12
S4 84.90 86.79 94.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.30 95.98 4.32 4.4% 1.37 1.4% 31% False False 41,247
10 102.27 95.98 6.29 6.5% 1.50 1.5% 21% False False 34,235
20 102.27 95.98 6.29 6.5% 1.29 1.3% 21% False False 26,931
40 102.27 91.81 10.46 10.7% 1.18 1.2% 53% False False 20,627
60 102.27 90.40 11.87 12.2% 1.12 1.1% 58% False False 17,160
80 102.27 90.40 11.87 12.2% 1.06 1.1% 58% False False 14,699
100 102.27 90.40 11.87 12.2% 1.03 1.1% 58% False False 12,829
120 102.27 90.40 11.87 12.2% 0.99 1.0% 58% False False 11,043
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.10
2.618 100.35
1.618 99.28
1.000 98.62
0.618 98.21
HIGH 97.55
0.618 97.14
0.500 97.02
0.382 96.89
LOW 96.48
0.618 95.82
1.000 95.41
1.618 94.75
2.618 93.68
4.250 91.93
Fisher Pivots for day following 14-Mar-2014
Pivot 1 day 3 day
R1 97.21 97.13
PP 97.11 96.96
S1 97.02 96.78

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

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