NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 96.87 95.74 -1.13 -1.2% 96.91
High 96.99 96.57 -0.42 -0.4% 97.62
Low 95.70 95.74 0.04 0.0% 95.86
Close 96.03 96.31 0.28 0.3% 96.92
Range 1.29 0.83 -0.46 -35.7% 1.76
ATR 0.95 0.95 -0.01 -0.9% 0.00
Volume 6,087 9,690 3,603 59.2% 21,462
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 98.70 98.33 96.77
R3 97.87 97.50 96.54
R2 97.04 97.04 96.46
R1 96.67 96.67 96.39 96.86
PP 96.21 96.21 96.21 96.30
S1 95.84 95.84 96.23 96.03
S2 95.38 95.38 96.16
S3 94.55 95.01 96.08
S4 93.72 94.18 95.85
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 95.70 3.01 3.1% 1.05 1.1% 20% False False 7,329
10 98.71 95.70 3.01 3.1% 0.90 0.9% 20% False False 6,027
20 98.71 92.47 6.24 6.5% 0.80 0.8% 62% False False 5,098
40 98.71 88.69 10.02 10.4% 0.72 0.7% 76% False False 3,955
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 0.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.10
2.618 98.74
1.618 97.91
1.000 97.40
0.618 97.08
HIGH 96.57
0.618 96.25
0.500 96.16
0.382 96.06
LOW 95.74
0.618 95.23
1.000 94.91
1.618 94.40
2.618 93.57
4.250 92.21
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 96.26 97.01
PP 96.21 96.77
S1 96.16 96.54

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

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