NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 94.63 93.89 -0.74 -0.8% 96.55
High 94.65 94.63 -0.02 0.0% 96.55
Low 93.72 93.86 0.14 0.1% 93.94
Close 93.95 94.50 0.55 0.6% 95.10
Range 0.93 0.77 -0.16 -17.2% 2.61
ATR 1.00 0.98 -0.02 -1.6% 0.00
Volume 6,347 4,141 -2,206 -34.8% 32,103
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 96.64 96.34 94.92
R3 95.87 95.57 94.71
R2 95.10 95.10 94.64
R1 94.80 94.80 94.57 94.95
PP 94.33 94.33 94.33 94.41
S1 94.03 94.03 94.43 94.18
S2 93.56 93.56 94.36
S3 92.79 93.26 94.29
S4 92.02 92.49 94.08
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 95.13 93.72 1.41 1.5% 0.84 0.9% 55% False False 6,228
10 97.28 93.72 3.56 3.8% 0.87 0.9% 22% False False 6,689
20 98.71 93.72 4.99 5.3% 0.83 0.9% 16% False False 6,327
40 98.71 90.39 8.32 8.8% 0.76 0.8% 49% False False 4,679
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.90
2.618 96.65
1.618 95.88
1.000 95.40
0.618 95.11
HIGH 94.63
0.618 94.34
0.500 94.25
0.382 94.15
LOW 93.86
0.618 93.38
1.000 93.09
1.618 92.61
2.618 91.84
4.250 90.59
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 94.42 94.47
PP 94.33 94.45
S1 94.25 94.42

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

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