NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 96.58 97.31 0.73 0.8% 100.30
High 97.55 97.48 -0.07 -0.1% 100.30
Low 96.48 95.73 -0.75 -0.8% 95.98
Close 97.31 96.20 -1.11 -1.1% 97.31
Range 1.07 1.75 0.68 63.6% 4.32
ATR 1.34 1.37 0.03 2.2% 0.00
Volume 45,441 26,404 -19,037 -41.9% 206,239
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 101.72 100.71 97.16
R3 99.97 98.96 96.68
R2 98.22 98.22 96.52
R1 97.21 97.21 96.36 96.84
PP 96.47 96.47 96.47 96.29
S1 95.46 95.46 96.04 95.09
S2 94.72 94.72 95.88
S3 92.97 93.71 95.72
S4 91.22 91.96 95.24
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 99.22 95.73 3.49 3.6% 1.38 1.4% 13% False True 41,484
10 101.97 95.73 6.24 6.5% 1.49 1.5% 8% False True 35,547
20 102.27 95.73 6.54 6.8% 1.33 1.4% 7% False True 27,186
40 102.27 92.12 10.15 10.6% 1.21 1.3% 40% False False 20,854
60 102.27 90.40 11.87 12.3% 1.13 1.2% 49% False False 17,536
80 102.27 90.40 11.87 12.3% 1.07 1.1% 49% False False 14,983
100 102.27 90.40 11.87 12.3% 1.04 1.1% 49% False False 13,054
120 102.27 90.40 11.87 12.3% 1.00 1.0% 49% False False 11,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 104.92
2.618 102.06
1.618 100.31
1.000 99.23
0.618 98.56
HIGH 97.48
0.618 96.81
0.500 96.61
0.382 96.40
LOW 95.73
0.618 94.65
1.000 93.98
1.618 92.90
2.618 91.15
4.250 88.29
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 96.61 96.64
PP 96.47 96.49
S1 96.34 96.35

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

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