NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 96.63 97.76 1.13 1.2% 95.90
High 97.90 98.32 0.42 0.4% 98.32
Low 96.54 97.75 1.21 1.3% 95.54
Close 97.68 97.99 0.31 0.3% 97.99
Range 1.36 0.57 -0.79 -58.1% 2.78
ATR 1.16 1.12 -0.04 -3.2% 0.00
Volume 13,117 24,067 10,950 83.5% 86,923
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 99.73 99.43 98.30
R3 99.16 98.86 98.15
R2 98.59 98.59 98.09
R1 98.29 98.29 98.04 98.44
PP 98.02 98.02 98.02 98.10
S1 97.72 97.72 97.94 97.87
S2 97.45 97.45 97.89
S3 96.88 97.15 97.83
S4 96.31 96.58 97.68
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 105.62 104.59 99.52
R3 102.84 101.81 98.75
R2 100.06 100.06 98.50
R1 99.03 99.03 98.24 99.55
PP 97.28 97.28 97.28 97.54
S1 96.25 96.25 97.74 96.77
S2 94.50 94.50 97.48
S3 91.72 93.47 97.23
S4 88.94 90.69 96.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.32 95.54 2.78 2.8% 0.97 1.0% 88% True False 17,384
10 98.32 94.34 3.98 4.1% 1.08 1.1% 92% True False 18,367
20 99.93 94.34 5.59 5.7% 1.16 1.2% 65% False False 19,948
40 99.93 91.15 8.78 9.0% 1.06 1.1% 78% False False 16,260
60 99.93 89.09 10.84 11.1% 1.06 1.1% 82% False False 14,671
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 27 trading days
Fibonacci Retracements and Extensions
4.250 100.74
2.618 99.81
1.618 99.24
1.000 98.89
0.618 98.67
HIGH 98.32
0.618 98.10
0.500 98.04
0.382 97.97
LOW 97.75
0.618 97.40
1.000 97.18
1.618 96.83
2.618 96.26
4.250 95.33
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 98.04 97.71
PP 98.02 97.43
S1 98.01 97.15

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

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