NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 97.66 98.48 0.82 0.8% 97.31
High 98.76 99.91 1.15 1.2% 98.50
Low 97.66 98.35 0.69 0.7% 95.73
Close 98.63 99.61 0.98 1.0% 97.75
Range 1.10 1.56 0.46 41.8% 2.77
ATR 1.31 1.33 0.02 1.3% 0.00
Volume 26,766 34,126 7,360 27.5% 177,068
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 103.97 103.35 100.47
R3 102.41 101.79 100.04
R2 100.85 100.85 99.90
R1 100.23 100.23 99.75 100.54
PP 99.29 99.29 99.29 99.45
S1 98.67 98.67 99.47 98.98
S2 97.73 97.73 99.32
S3 96.17 97.11 99.18
S4 94.61 95.55 98.75
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 99.91 96.61 3.30 3.3% 1.39 1.4% 91% True False 29,550
10 99.91 95.73 4.18 4.2% 1.30 1.3% 93% True False 32,902
20 102.27 95.73 6.54 6.6% 1.39 1.4% 59% False False 32,391
40 102.27 92.85 9.42 9.5% 1.25 1.3% 72% False False 25,020
60 102.27 90.40 11.87 11.9% 1.22 1.2% 78% False False 20,865
80 102.27 90.40 11.87 11.9% 1.10 1.1% 78% False False 17,576
100 102.27 90.40 11.87 11.9% 1.07 1.1% 78% False False 15,296
120 102.27 90.40 11.87 11.9% 1.04 1.0% 78% False False 13,283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.54
2.618 103.99
1.618 102.43
1.000 101.47
0.618 100.87
HIGH 99.91
0.618 99.31
0.500 99.13
0.382 98.95
LOW 98.35
0.618 97.39
1.000 96.79
1.618 95.83
2.618 94.27
4.250 91.72
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 99.45 99.27
PP 99.29 98.93
S1 99.13 98.60

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

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