NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 31-Mar-2014
Day Change Summary
Previous Current
28-Mar-2014 31-Mar-2014 Change Change % Previous Week
Open 99.56 99.79 0.23 0.2% 97.57
High 100.39 100.18 -0.21 -0.2% 100.39
Low 99.51 99.23 -0.28 -0.3% 97.28
Close 99.96 99.90 -0.06 -0.1% 99.96
Range 0.88 0.95 0.07 8.0% 3.11
ATR 1.30 1.27 -0.02 -1.9% 0.00
Volume 36,027 21,414 -14,613 -40.6% 142,542
Daily Pivots for day following 31-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.62 102.21 100.42
R3 101.67 101.26 100.16
R2 100.72 100.72 100.07
R1 100.31 100.31 99.99 100.52
PP 99.77 99.77 99.77 99.87
S1 99.36 99.36 99.81 99.57
S2 98.82 98.82 99.73
S3 97.87 98.41 99.64
S4 96.92 97.46 99.38
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 108.54 107.36 101.67
R3 105.43 104.25 100.82
R2 102.32 102.32 100.53
R1 101.14 101.14 100.25 101.73
PP 99.21 99.21 99.21 99.51
S1 98.03 98.03 99.67 98.62
S2 96.10 96.10 99.39
S3 92.99 94.92 99.10
S4 89.88 91.81 98.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.39 97.28 3.11 3.1% 1.15 1.2% 84% False False 27,682
10 100.39 95.94 4.45 4.5% 1.20 1.2% 89% False False 31,462
20 101.97 95.73 6.24 6.2% 1.35 1.3% 67% False False 33,504
40 102.27 92.85 9.42 9.4% 1.25 1.2% 75% False False 25,902
60 102.27 90.40 11.87 11.9% 1.19 1.2% 80% False False 21,646
80 102.27 90.40 11.87 11.9% 1.09 1.1% 80% False False 18,192
100 102.27 90.40 11.87 11.9% 1.07 1.1% 80% False False 15,745
120 102.27 90.40 11.87 11.9% 1.04 1.0% 80% False False 13,742
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.22
2.618 102.67
1.618 101.72
1.000 101.13
0.618 100.77
HIGH 100.18
0.618 99.82
0.500 99.71
0.382 99.59
LOW 99.23
0.618 98.64
1.000 98.28
1.618 97.69
2.618 96.74
4.250 95.19
Fisher Pivots for day following 31-Mar-2014
Pivot 1 day 3 day
R1 99.84 99.72
PP 99.77 99.55
S1 99.71 99.37

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

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