NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 31-Mar-2014
Day Change Summary
Previous Current
28-Mar-2014 31-Mar-2014 Change Change % Previous Week
Open 97.76 97.82 0.06 0.1% 95.90
High 98.32 98.21 -0.11 -0.1% 98.32
Low 97.75 97.43 -0.32 -0.3% 95.54
Close 97.99 97.99 0.00 0.0% 97.99
Range 0.57 0.78 0.21 36.8% 2.78
ATR 1.12 1.10 -0.02 -2.2% 0.00
Volume 24,067 16,617 -7,450 -31.0% 86,923
Daily Pivots for day following 31-Mar-2014
Classic Woodie Camarilla DeMark
R4 100.22 99.88 98.42
R3 99.44 99.10 98.20
R2 98.66 98.66 98.13
R1 98.32 98.32 98.06 98.49
PP 97.88 97.88 97.88 97.96
S1 97.54 97.54 97.92 97.71
S2 97.10 97.10 97.85
S3 96.32 96.76 97.78
S4 95.54 95.98 97.56
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% 0.94 1.0% 88% False False 17,005
10 98.32 94.43 3.89 4.0% 1.01 1.0% 92% False False 18,621
20 99.03 94.34 4.69 4.8% 1.11 1.1% 78% False False 20,331
40 99.93 91.15 8.78 9.0% 1.05 1.1% 78% False False 16,436
60 99.93 89.09 10.84 11.1% 1.03 1.1% 82% False False 14,844
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.53
2.618 100.25
1.618 99.47
1.000 98.99
0.618 98.69
HIGH 98.21
0.618 97.91
0.500 97.82
0.382 97.73
LOW 97.43
0.618 96.95
1.000 96.65
1.618 96.17
2.618 95.39
4.250 94.12
Fisher Pivots for day following 31-Mar-2014
Pivot 1 day 3 day
R1 97.93 97.80
PP 97.88 97.62
S1 97.82 97.43

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

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