NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 98.04 96.85 -1.19 -1.2% 98.20
High 98.06 97.39 -0.67 -0.7% 99.93
Low 96.73 95.97 -0.76 -0.8% 96.38
Close 97.06 96.53 -0.53 -0.5% 98.13
Range 1.33 1.42 0.09 6.8% 3.55
ATR 1.15 1.17 0.02 1.7% 0.00
Volume 14,693 14,134 -559 -3.8% 108,417
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 100.89 100.13 97.31
R3 99.47 98.71 96.92
R2 98.05 98.05 96.79
R1 97.29 97.29 96.66 96.96
PP 96.63 96.63 96.63 96.47
S1 95.87 95.87 96.40 95.54
S2 95.21 95.21 96.27
S3 93.79 94.45 96.14
S4 92.37 93.03 95.75
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 108.80 107.01 100.08
R3 105.25 103.46 99.11
R2 101.70 101.70 98.78
R1 99.91 99.91 98.46 99.03
PP 98.15 98.15 98.15 97.71
S1 96.36 96.36 97.80 95.48
S2 94.60 94.60 97.48
S3 91.05 92.81 97.15
S4 87.50 89.26 96.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.48 95.97 2.51 2.6% 1.33 1.4% 22% False True 19,161
10 99.93 95.97 3.96 4.1% 1.17 1.2% 14% False True 17,097
20 99.93 95.06 4.87 5.0% 1.03 1.1% 30% False False 15,604
40 99.93 89.09 10.84 11.2% 1.01 1.1% 69% False False 13,519
60 99.93 89.09 10.84 11.2% 0.98 1.0% 69% False False 11,917
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 0.16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.43
2.618 101.11
1.618 99.69
1.000 98.81
0.618 98.27
HIGH 97.39
0.618 96.85
0.500 96.68
0.382 96.51
LOW 95.97
0.618 95.09
1.000 94.55
1.618 93.67
2.618 92.25
4.250 89.94
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 96.68 97.12
PP 96.63 96.92
S1 96.58 96.73

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

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