NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 95.13 94.57 -0.56 -0.6% 97.48
High 95.13 94.68 -0.45 -0.5% 98.71
Low 93.94 94.04 0.10 0.1% 95.70
Close 94.36 94.62 0.26 0.3% 97.15
Range 1.19 0.64 -0.55 -46.2% 3.01
ATR 1.02 0.99 -0.03 -2.7% 0.00
Volume 4,985 10,415 5,430 108.9% 41,390
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 96.37 96.13 94.97
R3 95.73 95.49 94.80
R2 95.09 95.09 94.74
R1 94.85 94.85 94.68 94.97
PP 94.45 94.45 94.45 94.51
S1 94.21 94.21 94.56 94.33
S2 93.81 93.81 94.50
S3 93.17 93.57 94.44
S4 92.53 92.93 94.27
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% 0.84 0.9% 20% False False 7,075
10 98.71 93.94 4.77 5.0% 0.95 1.0% 14% False False 7,202
20 98.71 93.94 4.77 5.0% 0.84 0.9% 14% False False 6,086
40 98.71 89.14 9.57 10.1% 0.75 0.8% 57% False False 4,485
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.06
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 97.40
2.618 96.36
1.618 95.72
1.000 95.32
0.618 95.08
HIGH 94.68
0.618 94.44
0.500 94.36
0.382 94.28
LOW 94.04
0.618 93.64
1.000 93.40
1.618 93.00
2.618 92.36
4.250 91.32
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 94.53 95.19
PP 94.45 95.00
S1 94.36 94.81

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

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