NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 96.42 95.13 -1.29 -1.3% 97.48
High 96.44 95.13 -1.31 -1.4% 98.71
Low 95.68 93.94 -1.74 -1.8% 95.70
Close 95.73 94.36 -1.37 -1.4% 97.15
Range 0.76 1.19 0.43 56.6% 3.01
ATR 0.96 1.02 0.06 6.2% 0.00
Volume 5,815 4,985 -830 -14.3% 41,390
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 98.05 97.39 95.01
R3 96.86 96.20 94.69
R2 95.67 95.67 94.58
R1 95.01 95.01 94.47 94.75
PP 94.48 94.48 94.48 94.34
S1 93.82 93.82 94.25 93.56
S2 93.29 93.29 94.14
S3 92.10 92.63 94.03
S4 90.91 91.44 93.71
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 106.22 104.69 98.81
R3 103.21 101.68 97.98
R2 100.20 100.20 97.70
R1 98.67 98.67 97.43 97.93
PP 97.19 97.19 97.19 96.82
S1 95.66 95.66 96.87 94.92
S2 94.18 94.18 96.60
S3 91.17 92.65 96.32
S4 88.16 89.64 95.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.28 93.94 3.34 3.5% 0.88 0.9% 13% False True 6,930
10 98.71 93.94 4.77 5.1% 0.94 1.0% 9% False True 6,535
20 98.71 93.94 4.77 5.1% 0.84 0.9% 9% False True 5,725
40 98.71 88.78 9.93 10.5% 0.74 0.8% 56% False False 4,293
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.19
2.618 98.25
1.618 97.06
1.000 96.32
0.618 95.87
HIGH 95.13
0.618 94.68
0.500 94.54
0.382 94.39
LOW 93.94
0.618 93.20
1.000 92.75
1.618 92.01
2.618 90.82
4.250 88.88
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 94.54 95.25
PP 94.48 94.95
S1 94.42 94.66

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

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