NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 97.09 96.93 -0.16 -0.2% 97.31
High 97.50 98.50 1.00 1.0% 98.50
Low 96.37 96.61 0.24 0.2% 95.73
Close 97.15 97.75 0.60 0.6% 97.75
Range 1.13 1.89 0.76 67.3% 2.77
ATR 1.31 1.35 0.04 3.2% 0.00
Volume 42,163 41,236 -927 -2.2% 177,068
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 103.29 102.41 98.79
R3 101.40 100.52 98.27
R2 99.51 99.51 98.10
R1 98.63 98.63 97.92 99.07
PP 97.62 97.62 97.62 97.84
S1 96.74 96.74 97.58 97.18
S2 95.73 95.73 97.40
S3 93.84 94.85 97.23
S4 91.95 92.96 96.71
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 105.64 104.46 99.27
R3 102.87 101.69 98.51
R2 100.10 100.10 98.26
R1 98.92 98.92 98.00 99.51
PP 97.33 97.33 97.33 97.62
S1 96.15 96.15 97.50 96.74
S2 94.56 94.56 97.24
S3 91.79 93.38 96.99
S4 89.02 90.61 96.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.50 95.73 2.77 2.8% 1.37 1.4% 73% True False 35,413
10 100.30 95.73 4.57 4.7% 1.37 1.4% 44% False False 38,330
20 102.27 95.73 6.54 6.7% 1.38 1.4% 31% False False 30,378
40 102.27 92.85 9.42 9.6% 1.23 1.3% 52% False False 23,626
60 102.27 90.40 11.87 12.1% 1.18 1.2% 62% False False 19,490
80 102.27 90.40 11.87 12.1% 1.09 1.1% 62% False False 16,540
100 102.27 90.40 11.87 12.1% 1.05 1.1% 62% False False 14,394
120 102.27 90.40 11.87 12.1% 1.03 1.1% 62% False False 12,467
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 0.24
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 106.53
2.618 103.45
1.618 101.56
1.000 100.39
0.618 99.67
HIGH 98.50
0.618 97.78
0.500 97.56
0.382 97.33
LOW 96.61
0.618 95.44
1.000 94.72
1.618 93.55
2.618 91.66
4.250 88.58
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 97.69 97.65
PP 97.62 97.54
S1 97.56 97.44

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

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