NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 94.45 94.63 0.18 0.2% 96.55
High 95.12 94.65 -0.47 -0.5% 96.55
Low 94.45 93.72 -0.73 -0.8% 93.94
Close 95.10 93.95 -1.15 -1.2% 95.10
Range 0.67 0.93 0.26 38.8% 2.61
ATR 0.97 1.00 0.03 3.0% 0.00
Volume 5,254 6,347 1,093 20.8% 32,103
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 96.90 96.35 94.46
R3 95.97 95.42 94.21
R2 95.04 95.04 94.12
R1 94.49 94.49 94.04 94.30
PP 94.11 94.11 94.11 94.01
S1 93.56 93.56 93.86 93.37
S2 93.18 93.18 93.78
S3 92.25 92.63 93.69
S4 91.32 91.70 93.44
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 103.03 101.67 96.54
R3 100.42 99.06 95.82
R2 97.81 97.81 95.58
R1 96.45 96.45 95.34 95.83
PP 95.20 95.20 95.20 94.88
S1 93.84 93.84 94.86 93.22
S2 92.59 92.59 94.62
S3 89.98 91.23 94.38
S4 87.37 88.62 93.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.44 93.72 2.72 2.9% 0.84 0.9% 8% False True 6,563
10 98.31 93.72 4.59 4.9% 0.91 1.0% 5% False True 7,628
20 98.71 93.72 4.99 5.3% 0.85 0.9% 5% False True 6,273
40 98.71 89.94 8.77 9.3% 0.75 0.8% 46% False False 4,624
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.60
2.618 97.08
1.618 96.15
1.000 95.58
0.618 95.22
HIGH 94.65
0.618 94.29
0.500 94.19
0.382 94.08
LOW 93.72
0.618 93.15
1.000 92.79
1.618 92.22
2.618 91.29
4.250 89.77
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 94.19 94.42
PP 94.11 94.26
S1 94.03 94.11

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

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