NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 94.53 95.00 0.47 0.5% 98.04
High 95.40 95.32 -0.08 -0.1% 98.06
Low 94.43 94.60 0.17 0.2% 94.58
Close 95.33 95.10 -0.23 -0.2% 95.86
Range 0.97 0.72 -0.25 -25.8% 3.48
ATR 1.18 1.14 -0.03 -2.7% 0.00
Volume 14,902 27,425 12,523 84.0% 106,864
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 97.17 96.85 95.50
R3 96.45 96.13 95.30
R2 95.73 95.73 95.23
R1 95.41 95.41 95.17 95.57
PP 95.01 95.01 95.01 95.09
S1 94.69 94.69 95.03 94.85
S2 94.29 94.29 94.97
S3 93.57 93.97 94.90
S4 92.85 93.25 94.70
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 106.61 104.71 97.77
R3 103.13 101.23 96.82
R2 99.65 99.65 96.50
R1 97.75 97.75 96.18 96.96
PP 96.17 96.17 96.17 95.77
S1 94.27 94.27 95.54 93.48
S2 92.69 92.69 95.22
S3 89.21 90.79 94.90
S4 85.73 87.31 93.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.03 94.34 1.69 1.8% 0.96 1.0% 45% False False 22,709
10 98.27 94.34 3.93 4.1% 1.11 1.2% 19% False False 21,331
20 99.93 94.34 5.59 5.9% 1.09 1.1% 14% False False 18,397
40 99.93 91.15 8.78 9.2% 1.02 1.1% 45% False False 15,221
60 99.93 89.09 10.84 11.4% 1.00 1.1% 55% False False 13,239
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.38
2.618 97.20
1.618 96.48
1.000 96.04
0.618 95.76
HIGH 95.32
0.618 95.04
0.500 94.96
0.382 94.88
LOW 94.60
0.618 94.16
1.000 93.88
1.618 93.44
2.618 92.72
4.250 91.54
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 95.05 95.09
PP 95.01 95.08
S1 94.96 95.07

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

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