NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 97.84 97.73 -0.11 -0.1% 96.48
High 97.86 98.63 0.77 0.8% 97.97
Low 97.00 97.36 0.36 0.4% 96.25
Close 97.46 98.11 0.65 0.7% 97.46
Range 0.86 1.27 0.41 47.7% 1.72
ATR 0.96 0.98 0.02 2.3% 0.00
Volume 13,443 15,969 2,526 18.8% 63,141
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 101.84 101.25 98.81
R3 100.57 99.98 98.46
R2 99.30 99.30 98.34
R1 98.71 98.71 98.23 99.01
PP 98.03 98.03 98.03 98.18
S1 97.44 97.44 97.99 97.74
S2 96.76 96.76 97.88
S3 95.49 96.17 97.76
S4 94.22 94.90 97.41
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 102.39 101.64 98.41
R3 100.67 99.92 97.93
R2 98.95 98.95 97.78
R1 98.20 98.20 97.62 98.58
PP 97.23 97.23 97.23 97.41
S1 96.48 96.48 97.30 96.86
S2 95.51 95.51 97.14
S3 93.79 94.76 96.99
S4 92.07 93.04 96.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.63 96.25 2.38 2.4% 0.97 1.0% 78% True False 15,822
10 98.63 94.62 4.01 4.1% 0.89 0.9% 87% True False 14,075
20 98.63 91.15 7.48 7.6% 0.98 1.0% 93% True False 12,606
40 98.63 89.09 9.54 9.7% 0.99 1.0% 95% True False 11,384
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 0.17
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.03
2.618 101.95
1.618 100.68
1.000 99.90
0.618 99.41
HIGH 98.63
0.618 98.14
0.500 98.00
0.382 97.85
LOW 97.36
0.618 96.58
1.000 96.09
1.618 95.31
2.618 94.04
4.250 91.96
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 98.07 98.01
PP 98.03 97.91
S1 98.00 97.82

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

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