NYMEX Light Sweet Crude Oil Future November 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 94.20 93.79 -0.41 -0.4% 96.03
High 94.48 93.88 -0.60 -0.6% 96.03
Low 94.11 93.18 -0.93 -1.0% 93.30
Close 94.40 93.26 -1.14 -1.2% 94.40
Range 0.37 0.70 0.33 89.2% 2.73
ATR 0.84 0.87 0.03 3.2% 0.00
Volume 4,601 3,295 -1,306 -28.4% 26,820
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 95.54 95.10 93.65
R3 94.84 94.40 93.45
R2 94.14 94.14 93.39
R1 93.70 93.70 93.32 93.57
PP 93.44 93.44 93.44 93.38
S1 93.00 93.00 93.20 92.87
S2 92.74 92.74 93.13
S3 92.04 92.30 93.07
S4 91.34 91.60 92.88
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.77 101.31 95.90
R3 100.04 98.58 95.15
R2 97.31 97.31 94.90
R1 95.85 95.85 94.65 95.22
PP 94.58 94.58 94.58 94.26
S1 93.12 93.12 94.15 92.49
S2 91.85 91.85 93.90
S3 89.12 90.39 93.65
S4 86.39 87.66 92.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.14 93.18 1.96 2.1% 0.50 0.5% 4% False True 5,221
10 96.59 93.18 3.41 3.7% 0.61 0.7% 2% False True 5,718
20 97.71 93.18 4.53 4.9% 0.63 0.7% 2% False True 4,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 96.86
2.618 95.71
1.618 95.01
1.000 94.58
0.618 94.31
HIGH 93.88
0.618 93.61
0.500 93.53
0.382 93.45
LOW 93.18
0.618 92.75
1.000 92.48
1.618 92.05
2.618 91.35
4.250 90.21
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 93.53 93.83
PP 93.44 93.64
S1 93.35 93.45

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

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