NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 96.50 97.48 0.98 1.0% 96.91
High 96.96 98.71 1.75 1.8% 97.62
Low 96.27 97.48 1.21 1.3% 95.86
Close 96.92 98.57 1.65 1.7% 96.92
Range 0.69 1.23 0.54 78.3% 1.76
ATR 0.79 0.86 0.07 9.1% 0.00
Volume 3,784 3,559 -225 -5.9% 21,462
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 101.94 101.49 99.25
R3 100.71 100.26 98.91
R2 99.48 99.48 98.80
R1 99.03 99.03 98.68 99.26
PP 98.25 98.25 98.25 98.37
S1 97.80 97.80 98.46 98.03
S2 97.02 97.02 98.34
S3 95.79 96.57 98.23
S4 94.56 95.34 97.89
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 102.08 101.26 97.89
R3 100.32 99.50 97.40
R2 98.56 98.56 97.24
R1 97.74 97.74 97.08 98.15
PP 96.80 96.80 96.80 97.01
S1 95.98 95.98 96.76 96.39
S2 95.04 95.04 96.60
S3 93.28 94.22 96.44
S4 91.52 92.46 95.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.71 95.86 2.85 2.9% 0.78 0.8% 95% True False 3,977
10 98.71 95.51 3.20 3.2% 0.79 0.8% 96% True False 4,918
20 98.71 90.54 8.17 8.3% 0.74 0.7% 98% True False 4,095
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 103.94
2.618 101.93
1.618 100.70
1.000 99.94
0.618 99.47
HIGH 98.71
0.618 98.24
0.500 98.10
0.382 97.95
LOW 97.48
0.618 96.72
1.000 96.25
1.618 95.49
2.618 94.26
4.250 92.25
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 98.41 98.20
PP 98.25 97.83
S1 98.10 97.46

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

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