NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 96.11 96.63 0.52 0.5% 95.78
High 96.82 97.90 1.08 1.1% 96.67
Low 95.98 96.54 0.56 0.6% 94.34
Close 96.78 97.68 0.90 0.9% 95.91
Range 0.84 1.36 0.52 61.9% 2.33
ATR 1.15 1.16 0.02 1.3% 0.00
Volume 20,045 13,117 -6,928 -34.6% 96,756
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 101.45 100.93 98.43
R3 100.09 99.57 98.05
R2 98.73 98.73 97.93
R1 98.21 98.21 97.80 98.47
PP 97.37 97.37 97.37 97.51
S1 96.85 96.85 97.56 97.11
S2 96.01 96.01 97.43
S3 94.65 95.49 97.31
S4 93.29 94.13 96.93
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.63 101.60 97.19
R3 100.30 99.27 96.55
R2 97.97 97.97 96.34
R1 96.94 96.94 96.12 97.46
PP 95.64 95.64 95.64 95.90
S1 94.61 94.61 95.70 95.13
S2 93.31 93.31 95.48
S3 90.98 92.28 95.27
S4 88.65 89.95 94.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.90 94.83 3.07 3.1% 1.22 1.3% 93% True False 16,634
10 97.90 94.34 3.56 3.6% 1.12 1.1% 94% True False 18,254
20 99.93 94.34 5.59 5.7% 1.17 1.2% 60% False False 19,315
40 99.93 91.15 8.78 9.0% 1.06 1.1% 74% False False 15,971
60 99.93 89.09 10.84 11.1% 1.06 1.1% 79% False False 14,366
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 0.17
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.68
2.618 101.46
1.618 100.10
1.000 99.26
0.618 98.74
HIGH 97.90
0.618 97.38
0.500 97.22
0.382 97.06
LOW 96.54
0.618 95.70
1.000 95.18
1.618 94.34
2.618 92.98
4.250 90.76
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 97.53 97.36
PP 97.37 97.04
S1 97.22 96.72

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.