NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 97.31 96.13 -1.18 -1.2% 100.30
High 97.48 97.24 -0.24 -0.2% 100.30
Low 95.73 95.94 0.21 0.2% 95.98
Close 96.20 97.09 0.89 0.9% 97.31
Range 1.75 1.30 -0.45 -25.7% 4.32
ATR 1.37 1.36 0.00 -0.3% 0.00
Volume 26,404 26,925 521 2.0% 206,239
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 100.66 100.17 97.81
R3 99.36 98.87 97.45
R2 98.06 98.06 97.33
R1 97.57 97.57 97.21 97.82
PP 96.76 96.76 96.76 96.88
S1 96.27 96.27 96.97 96.52
S2 95.46 95.46 96.85
S3 94.16 94.97 96.73
S4 92.86 93.67 96.38
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 97.58 95.73 1.85 1.9% 1.30 1.3% 74% False False 40,640
10 100.79 95.73 5.06 5.2% 1.46 1.5% 27% False False 34,402
20 102.27 95.73 6.54 6.7% 1.32 1.4% 21% False False 27,792
40 102.27 92.12 10.15 10.5% 1.22 1.3% 49% False False 21,333
60 102.27 90.40 11.87 12.2% 1.14 1.2% 56% False False 17,906
80 102.27 90.40 11.87 12.2% 1.08 1.1% 56% False False 15,207
100 102.27 90.40 11.87 12.2% 1.04 1.1% 56% False False 13,295
120 102.27 90.40 11.87 12.2% 1.01 1.0% 56% False False 11,470
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.77
2.618 100.64
1.618 99.34
1.000 98.54
0.618 98.04
HIGH 97.24
0.618 96.74
0.500 96.59
0.382 96.44
LOW 95.94
0.618 95.14
1.000 94.64
1.618 93.84
2.618 92.54
4.250 90.42
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 96.92 96.94
PP 96.76 96.79
S1 96.59 96.64

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

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