NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 94.70 94.61 -0.09 -0.1% 93.79
High 94.85 94.99 0.14 0.1% 94.94
Low 94.13 94.58 0.45 0.5% 93.00
Close 94.21 94.97 0.76 0.8% 94.16
Range 0.72 0.41 -0.31 -43.1% 1.94
ATR 0.84 0.83 0.00 -0.5% 0.00
Volume 4,182 2,186 -1,996 -47.7% 23,910
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 96.08 95.93 95.20
R3 95.67 95.52 95.08
R2 95.26 95.26 95.05
R1 95.11 95.11 95.01 95.19
PP 94.85 94.85 94.85 94.88
S1 94.70 94.70 94.93 94.78
S2 94.44 94.44 94.89
S3 94.03 94.29 94.86
S4 93.62 93.88 94.74
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 94.99 93.03 1.96 2.1% 0.70 0.7% 99% True False 4,532
10 94.99 93.00 1.99 2.1% 0.59 0.6% 99% True False 4,598
20 97.71 93.00 4.71 5.0% 0.64 0.7% 42% False False 4,943
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.07
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 96.73
2.618 96.06
1.618 95.65
1.000 95.40
0.618 95.24
HIGH 94.99
0.618 94.83
0.500 94.79
0.382 94.74
LOW 94.58
0.618 94.33
1.000 94.17
1.618 93.92
2.618 93.51
4.250 92.84
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 94.91 94.82
PP 94.85 94.67
S1 94.79 94.52

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

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