NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 01-Apr-2014
Day Change Summary
Previous Current
31-Mar-2014 01-Apr-2014 Change Change % Previous Week
Open 98.79 98.74 -0.05 -0.1% 96.70
High 99.18 98.84 -0.34 -0.3% 99.37
Low 98.31 96.97 -1.34 -1.4% 96.40
Close 98.95 97.28 -1.67 -1.7% 98.98
Range 0.87 1.87 1.00 114.9% 2.97
ATR 1.17 1.23 0.06 5.0% 0.00
Volume 13,232 11,188 -2,044 -15.4% 55,806
Daily Pivots for day following 01-Apr-2014
Classic Woodie Camarilla DeMark
R4 103.31 102.16 98.31
R3 101.44 100.29 97.79
R2 99.57 99.57 97.62
R1 98.42 98.42 97.45 98.06
PP 97.70 97.70 97.70 97.52
S1 96.55 96.55 97.11 96.19
S2 95.83 95.83 96.94
S3 93.96 94.68 96.77
S4 92.09 92.81 96.25
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 107.16 106.04 100.61
R3 104.19 103.07 99.80
R2 101.22 101.22 99.52
R1 100.10 100.10 99.25 100.66
PP 98.25 98.25 98.25 98.53
S1 97.13 97.13 98.71 97.69
S2 95.28 95.28 98.44
S3 92.31 94.16 98.16
S4 89.34 91.19 97.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.37 96.84 2.53 2.6% 1.18 1.2% 17% False False 12,314
10 99.37 95.50 3.87 4.0% 1.18 1.2% 46% False False 14,781
20 99.61 95.06 4.55 4.7% 1.26 1.3% 49% False False 17,784
40 101.12 92.15 8.97 9.2% 1.13 1.2% 57% False False 13,748
60 101.12 89.73 11.39 11.7% 1.06 1.1% 66% False False 11,541
80 101.12 89.73 11.39 11.7% 0.97 1.0% 66% False False 9,876
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 0.23
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 106.79
2.618 103.74
1.618 101.87
1.000 100.71
0.618 100.00
HIGH 98.84
0.618 98.13
0.500 97.91
0.382 97.68
LOW 96.97
0.618 95.81
1.000 95.10
1.618 93.94
2.618 92.07
4.250 89.02
Fisher Pivots for day following 01-Apr-2014
Pivot 1 day 3 day
R1 97.91 98.17
PP 97.70 97.87
S1 97.49 97.58

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

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