NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 95.97 94.96 -1.01 -1.1% 98.20
High 95.98 95.40 -0.58 -0.6% 99.93
Low 94.58 94.73 0.15 0.2% 96.38
Close 95.08 95.34 0.26 0.3% 98.13
Range 1.40 0.67 -0.73 -52.1% 3.55
ATR 1.22 1.18 -0.04 -3.2% 0.00
Volume 20,897 34,204 13,307 63.7% 108,417
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 97.17 96.92 95.71
R3 96.50 96.25 95.52
R2 95.83 95.83 95.46
R1 95.58 95.58 95.40 95.71
PP 95.16 95.16 95.16 95.22
S1 94.91 94.91 95.28 95.04
S2 94.49 94.49 95.22
S3 93.82 94.24 95.16
S4 93.15 93.57 94.97
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% 1.14 1.2% 21% False False 21,672
10 99.93 94.58 5.35 5.6% 1.22 1.3% 14% False False 20,375
20 99.93 94.58 5.35 5.6% 1.07 1.1% 14% False False 17,140
40 99.93 89.58 10.35 10.9% 1.02 1.1% 56% False False 14,187
60 99.93 89.09 10.84 11.4% 0.98 1.0% 58% False False 12,389
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 98.25
2.618 97.15
1.618 96.48
1.000 96.07
0.618 95.81
HIGH 95.40
0.618 95.14
0.500 95.07
0.382 94.99
LOW 94.73
0.618 94.32
1.000 94.06
1.618 93.65
2.618 92.98
4.250 91.88
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 95.25 95.99
PP 95.16 95.77
S1 95.07 95.56

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

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