NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 97.29 98.20 0.91 0.9% 97.73
High 98.00 99.93 1.93 2.0% 98.63
Low 97.23 98.20 0.97 1.0% 96.79
Close 97.91 99.69 1.78 1.8% 97.91
Range 0.77 1.73 0.96 124.7% 1.84
ATR 0.96 1.04 0.08 7.8% 0.00
Volume 11,407 8,944 -2,463 -21.6% 62,521
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 104.46 103.81 100.64
R3 102.73 102.08 100.17
R2 101.00 101.00 100.01
R1 100.35 100.35 99.85 100.68
PP 99.27 99.27 99.27 99.44
S1 98.62 98.62 99.53 98.95
S2 97.54 97.54 99.37
S3 95.81 96.89 99.21
S4 94.08 95.16 98.74
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 103.30 102.44 98.92
R3 101.46 100.60 98.42
R2 99.62 99.62 98.25
R1 98.76 98.76 98.08 99.19
PP 97.78 97.78 97.78 97.99
S1 96.92 96.92 97.74 97.35
S2 95.94 95.94 97.57
S3 94.10 95.08 97.40
S4 92.26 93.24 96.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.93 96.79 3.14 3.1% 1.03 1.0% 92% True False 11,099
10 99.93 96.25 3.68 3.7% 1.00 1.0% 93% True False 13,460
20 99.93 91.15 8.78 8.8% 0.99 1.0% 97% True False 12,541
40 99.93 89.09 10.84 10.9% 0.99 1.0% 98% True False 12,100
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 0.14
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 107.28
2.618 104.46
1.618 102.73
1.000 101.66
0.618 101.00
HIGH 99.93
0.618 99.27
0.500 99.07
0.382 98.86
LOW 98.20
0.618 97.13
1.000 96.47
1.618 95.40
2.618 93.67
4.250 90.85
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 99.48 99.30
PP 99.27 98.91
S1 99.07 98.53

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

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