NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 95.24 95.78 0.54 0.6% 94.63
High 95.87 96.81 0.94 1.0% 95.75
Low 95.05 95.78 0.73 0.8% 93.72
Close 95.85 96.71 0.86 0.9% 95.00
Range 0.82 1.03 0.21 25.6% 2.03
ATR 0.97 0.97 0.00 0.5% 0.00
Volume 5,461 8,090 2,629 48.1% 33,858
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 99.52 99.15 97.28
R3 98.49 98.12 96.99
R2 97.46 97.46 96.90
R1 97.09 97.09 96.80 97.28
PP 96.43 96.43 96.43 96.53
S1 96.06 96.06 96.62 96.25
S2 95.40 95.40 96.52
S3 94.37 95.03 96.43
S4 93.34 94.00 96.14
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 100.91 99.99 96.12
R3 98.88 97.96 95.56
R2 96.85 96.85 95.37
R1 95.93 95.93 95.19 96.39
PP 94.82 94.82 94.82 95.06
S1 93.90 93.90 94.81 94.36
S2 92.79 92.79 94.63
S3 90.76 91.87 94.44
S4 88.73 89.84 93.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.81 94.08 2.73 2.8% 1.03 1.1% 96% True False 6,220
10 96.81 93.72 3.09 3.2% 0.89 0.9% 97% True False 6,368
20 98.71 93.72 4.99 5.2% 0.92 1.0% 60% False False 6,785
40 98.71 90.54 8.17 8.4% 0.82 0.8% 76% False False 5,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.19
2.618 99.51
1.618 98.48
1.000 97.84
0.618 97.45
HIGH 96.81
0.618 96.42
0.500 96.30
0.382 96.17
LOW 95.78
0.618 95.14
1.000 94.75
1.618 94.11
2.618 93.08
4.250 91.40
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 96.57 96.41
PP 96.43 96.11
S1 96.30 95.82

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

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