NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 95.78 96.71 0.93 1.0% 94.88
High 96.81 97.26 0.45 0.5% 97.26
Low 95.78 96.71 0.93 1.0% 94.82
Close 96.71 97.01 0.30 0.3% 97.01
Range 1.03 0.55 -0.48 -46.6% 2.44
ATR 0.97 0.94 -0.03 -3.1% 0.00
Volume 8,090 8,011 -79 -1.0% 32,587
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 98.64 98.38 97.31
R3 98.09 97.83 97.16
R2 97.54 97.54 97.11
R1 97.28 97.28 97.06 97.41
PP 96.99 96.99 96.99 97.06
S1 96.73 96.73 96.96 96.86
S2 96.44 96.44 96.91
S3 95.89 96.18 96.86
S4 95.34 95.63 96.71
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 103.68 102.79 98.35
R3 101.24 100.35 97.68
R2 98.80 98.80 97.46
R1 97.91 97.91 97.23 98.36
PP 96.36 96.36 96.36 96.59
S1 95.47 95.47 96.79 95.92
S2 93.92 93.92 96.56
S3 91.48 93.03 96.34
S4 89.04 90.59 95.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.26 94.82 2.44 2.5% 0.81 0.8% 90% True False 6,517
10 97.26 93.72 3.54 3.6% 0.88 0.9% 93% True False 6,644
20 98.71 93.72 4.99 5.1% 0.91 0.9% 66% False False 6,996
40 98.71 90.54 8.17 8.4% 0.81 0.8% 79% False False 5,504
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.11
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 99.60
2.618 98.70
1.618 98.15
1.000 97.81
0.618 97.60
HIGH 97.26
0.618 97.05
0.500 96.99
0.382 96.92
LOW 96.71
0.618 96.37
1.000 96.16
1.618 95.82
2.618 95.27
4.250 94.37
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 97.00 96.73
PP 96.99 96.44
S1 96.99 96.16

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

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