NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 99.00 98.43 -0.57 -0.6% 97.73
High 99.03 98.48 -0.55 -0.6% 98.63
Low 98.11 96.67 -1.44 -1.5% 96.79
Close 98.40 97.02 -1.38 -1.4% 97.91
Range 0.92 1.81 0.89 96.7% 1.84
ATR 1.08 1.13 0.05 4.9% 0.00
Volume 32,492 16,933 -15,559 -47.9% 62,521
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.82 101.73 98.02
R3 101.01 99.92 97.52
R2 99.20 99.20 97.35
R1 98.11 98.11 97.19 97.75
PP 97.39 97.39 97.39 97.21
S1 96.30 96.30 96.85 95.94
S2 95.58 95.58 96.69
S3 93.77 94.49 96.52
S4 91.96 92.68 96.02
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 96.67 3.26 3.4% 1.19 1.2% 11% False True 16,387
10 99.93 96.67 3.26 3.4% 1.08 1.1% 11% False True 15,463
20 99.93 92.13 7.80 8.0% 1.04 1.1% 63% False False 13,871
40 99.93 89.09 10.84 11.2% 1.00 1.0% 73% False False 12,808
60 99.93 89.09 10.84 11.2% 0.94 1.0% 73% False False 11,335
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 0.13
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 106.17
2.618 103.22
1.618 101.41
1.000 100.29
0.618 99.60
HIGH 98.48
0.618 97.79
0.500 97.58
0.382 97.36
LOW 96.67
0.618 95.55
1.000 94.86
1.618 93.74
2.618 91.93
4.250 88.98
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 97.58 98.30
PP 97.39 97.87
S1 97.21 97.45

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

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