NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 96.85 95.97 -0.88 -0.9% 98.20
High 97.39 95.98 -1.41 -1.4% 99.93
Low 95.97 94.58 -1.39 -1.4% 96.38
Close 96.53 95.08 -1.45 -1.5% 98.13
Range 1.42 1.40 -0.02 -1.4% 3.55
ATR 1.17 1.22 0.06 4.8% 0.00
Volume 14,134 20,897 6,763 47.8% 108,417
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 99.41 98.65 95.85
R3 98.01 97.25 95.47
R2 96.61 96.61 95.34
R1 95.85 95.85 95.21 95.53
PP 95.21 95.21 95.21 95.06
S1 94.45 94.45 94.95 94.13
S2 93.81 93.81 94.82
S3 92.41 93.05 94.70
S4 91.01 91.65 94.31
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 98.27 94.58 3.69 3.9% 1.25 1.3% 14% False True 19,954
10 99.93 94.58 5.35 5.6% 1.22 1.3% 9% False True 18,170
20 99.93 94.58 5.35 5.6% 1.08 1.1% 9% False True 16,127
40 99.93 89.32 10.61 11.2% 1.02 1.1% 54% False False 13,677
60 99.93 89.09 10.84 11.4% 0.99 1.0% 55% False False 12,030
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.93
2.618 99.65
1.618 98.25
1.000 97.38
0.618 96.85
HIGH 95.98
0.618 95.45
0.500 95.28
0.382 95.11
LOW 94.58
0.618 93.71
1.000 93.18
1.618 92.31
2.618 90.91
4.250 88.63
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 95.28 96.32
PP 95.21 95.91
S1 95.15 95.49

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.