NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 93.08 93.95 0.87 0.9% 93.79
High 93.66 94.94 1.28 1.4% 94.94
Low 93.03 93.95 0.92 1.0% 93.00
Close 93.66 94.16 0.50 0.5% 94.16
Range 0.63 0.99 0.36 57.1% 1.94
ATR 0.82 0.85 0.03 4.0% 0.00
Volume 7,393 4,415 -2,978 -40.3% 23,910
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 97.32 96.73 94.70
R3 96.33 95.74 94.43
R2 95.34 95.34 94.34
R1 94.75 94.75 94.25 95.05
PP 94.35 94.35 94.35 94.50
S1 93.76 93.76 94.07 94.06
S2 93.36 93.36 93.98
S3 92.37 92.77 93.89
S4 91.38 91.78 93.62
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 99.85 98.95 95.23
R3 97.91 97.01 94.69
R2 95.97 95.97 94.52
R1 95.07 95.07 94.34 95.52
PP 94.03 94.03 94.03 94.26
S1 93.13 93.13 93.98 93.58
S2 92.09 92.09 93.80
S3 90.15 91.19 93.63
S4 88.21 89.25 93.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.94 93.00 1.94 2.1% 0.62 0.7% 60% True False 4,782
10 96.03 93.00 3.03 3.2% 0.58 0.6% 38% False False 5,073
20 97.71 93.00 4.71 5.0% 0.62 0.7% 25% False False 4,965
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 99.15
2.618 97.53
1.618 96.54
1.000 95.93
0.618 95.55
HIGH 94.94
0.618 94.56
0.500 94.45
0.382 94.33
LOW 93.95
0.618 93.34
1.000 92.96
1.618 92.35
2.618 91.36
4.250 89.74
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 94.45 94.10
PP 94.35 94.03
S1 94.26 93.97

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

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