NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 103.14 103.41 0.27 0.3% 100.05
High 103.80 103.50 -0.30 -0.3% 101.38
Low 102.40 102.75 0.35 0.3% 99.11
Close 103.31 102.92 -0.39 -0.4% 100.30
Range 1.40 0.75 -0.65 -46.4% 2.27
ATR 1.61 1.54 -0.06 -3.8% 0.00
Volume 116,164 31,296 -84,868 -73.1% 1,255,252
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 105.31 104.86 103.33
R3 104.56 104.11 103.13
R2 103.81 103.81 103.06
R1 103.36 103.36 102.99 103.21
PP 103.06 103.06 103.06 102.98
S1 102.61 102.61 102.85 102.46
S2 102.31 102.31 102.78
S3 101.56 101.86 102.71
S4 100.81 101.11 102.51
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 107.07 105.96 101.55
R3 104.80 103.69 100.92
R2 102.53 102.53 100.72
R1 101.42 101.42 100.51 101.98
PP 100.26 100.26 100.26 100.54
S1 99.15 99.15 100.09 99.71
S2 97.99 97.99 99.88
S3 95.72 96.88 99.68
S4 93.45 94.61 99.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.80 99.40 4.40 4.3% 1.49 1.5% 80% False False 155,267
10 103.80 97.13 6.67 6.5% 1.59 1.5% 87% False False 208,477
20 103.80 95.21 8.59 8.3% 1.57 1.5% 90% False False 221,437
40 103.80 91.47 12.33 12.0% 1.51 1.5% 93% False False 164,645
60 103.80 91.47 12.33 12.0% 1.45 1.4% 93% False False 127,235
80 103.80 91.47 12.33 12.0% 1.40 1.4% 93% False False 105,248
100 103.80 91.47 12.33 12.0% 1.43 1.4% 93% False False 90,976
120 103.80 91.47 12.33 12.0% 1.44 1.4% 93% False False 78,785
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 106.69
2.618 105.46
1.618 104.71
1.000 104.25
0.618 103.96
HIGH 103.50
0.618 103.21
0.500 103.13
0.382 103.04
LOW 102.75
0.618 102.29
1.000 102.00
1.618 101.54
2.618 100.79
4.250 99.56
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 103.13 102.62
PP 103.06 102.32
S1 102.99 102.02

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

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