NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 96.13 96.77 0.64 0.7% 100.30
High 97.24 97.22 -0.02 0.0% 100.30
Low 95.94 96.43 0.49 0.5% 95.98
Close 97.09 97.09 0.00 0.0% 97.31
Range 1.30 0.79 -0.51 -39.2% 4.32
ATR 1.36 1.32 -0.04 -3.0% 0.00
Volume 26,925 40,340 13,415 49.8% 206,239
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 99.28 98.98 97.52
R3 98.49 98.19 97.31
R2 97.70 97.70 97.23
R1 97.40 97.40 97.16 97.55
PP 96.91 96.91 96.91 96.99
S1 96.61 96.61 97.02 96.76
S2 96.12 96.12 96.95
S3 95.33 95.82 96.87
S4 94.54 95.03 96.66
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 97.55 95.73 1.82 1.9% 1.14 1.2% 75% False False 40,396
10 100.36 95.73 4.63 4.8% 1.31 1.4% 29% False False 35,940
20 102.27 95.73 6.54 6.7% 1.31 1.4% 21% False False 28,738
40 102.27 92.85 9.42 9.7% 1.20 1.2% 45% False False 22,175
60 102.27 90.40 11.87 12.2% 1.14 1.2% 56% False False 18,430
80 102.27 90.40 11.87 12.2% 1.08 1.1% 56% False False 15,666
100 102.27 90.40 11.87 12.2% 1.03 1.1% 56% False False 13,644
120 102.27 90.40 11.87 12.2% 1.01 1.0% 56% False False 11,791
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.58
2.618 99.29
1.618 98.50
1.000 98.01
0.618 97.71
HIGH 97.22
0.618 96.92
0.500 96.83
0.382 96.73
LOW 96.43
0.618 95.94
1.000 95.64
1.618 95.15
2.618 94.36
4.250 93.07
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 97.00 96.93
PP 96.91 96.77
S1 96.83 96.61

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

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