NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 99.61 97.78 -1.83 -1.8% 98.90
High 99.61 98.70 -0.91 -0.9% 99.61
Low 97.57 97.31 -0.26 -0.3% 97.76
Close 98.02 98.23 0.21 0.2% 98.93
Range 2.04 1.39 -0.65 -31.9% 1.85
ATR 1.17 1.19 0.02 1.3% 0.00
Volume 12,404 21,132 8,728 70.4% 45,434
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.25 101.63 98.99
R3 100.86 100.24 98.61
R2 99.47 99.47 98.48
R1 98.85 98.85 98.36 99.16
PP 98.08 98.08 98.08 98.24
S1 97.46 97.46 98.10 97.77
S2 96.69 96.69 97.98
S3 95.30 96.07 97.85
S4 93.91 94.68 97.47
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 104.32 103.47 99.95
R3 102.47 101.62 99.44
R2 100.62 100.62 99.27
R1 99.77 99.77 99.10 100.20
PP 98.77 98.77 98.77 98.98
S1 97.92 97.92 98.76 98.35
S2 96.92 96.92 98.59
S3 95.07 96.07 98.42
S4 93.22 94.22 97.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.12 97.31 3.81 3.9% 1.39 1.4% 24% False True 15,351
10 101.12 97.31 3.81 3.9% 1.15 1.2% 24% False True 12,319
20 101.12 93.68 7.44 7.6% 1.09 1.1% 61% False False 10,713
40 101.12 89.73 11.39 11.6% 1.01 1.0% 75% False False 9,027
60 101.12 89.73 11.39 11.6% 0.92 0.9% 75% False False 7,522
80 101.12 89.73 11.39 11.6% 0.90 0.9% 75% False False 6,887
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.61
2.618 102.34
1.618 100.95
1.000 100.09
0.618 99.56
HIGH 98.70
0.618 98.17
0.500 98.01
0.382 97.84
LOW 97.31
0.618 96.45
1.000 95.92
1.618 95.06
2.618 93.67
4.250 91.40
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 98.16 98.70
PP 98.08 98.54
S1 98.01 98.39

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

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