NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 102.57 102.15 -0.42 -0.4% 102.29
High 103.08 102.96 -0.12 -0.1% 103.45
Low 101.75 101.80 0.05 0.0% 101.02
Close 102.40 102.59 0.19 0.2% 102.59
Range 1.33 1.16 -0.17 -12.8% 2.43
ATR 1.44 1.42 -0.02 -1.4% 0.00
Volume 196,494 178,276 -18,218 -9.3% 936,364
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 105.93 105.42 103.23
R3 104.77 104.26 102.91
R2 103.61 103.61 102.80
R1 103.10 103.10 102.70 103.36
PP 102.45 102.45 102.45 102.58
S1 101.94 101.94 102.48 102.20
S2 101.29 101.29 102.38
S3 100.13 100.78 102.27
S4 98.97 99.62 101.95
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 109.64 108.55 103.93
R3 107.21 106.12 103.26
R2 104.78 104.78 103.04
R1 103.69 103.69 102.81 104.24
PP 102.35 102.35 102.35 102.63
S1 101.26 101.26 102.37 101.81
S2 99.92 99.92 102.14
S3 97.49 98.83 101.92
S4 95.06 96.40 101.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.45 101.02 2.43 2.4% 1.42 1.4% 65% False False 187,272
10 103.45 99.27 4.18 4.1% 1.40 1.4% 79% False False 189,897
20 103.45 95.46 7.99 7.8% 1.42 1.4% 89% False False 152,095
40 103.45 91.48 11.97 11.7% 1.49 1.5% 93% False False 104,021
60 103.45 91.48 11.97 11.7% 1.35 1.3% 93% False False 77,602
80 103.45 91.48 11.97 11.7% 1.34 1.3% 93% False False 62,564
100 103.45 91.48 11.97 11.7% 1.33 1.3% 93% False False 52,719
120 103.45 91.48 11.97 11.7% 1.31 1.3% 93% False False 44,950
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 107.89
2.618 106.00
1.618 104.84
1.000 104.12
0.618 103.68
HIGH 102.96
0.618 102.52
0.500 102.38
0.382 102.24
LOW 101.80
0.618 101.08
1.000 100.64
1.618 99.92
2.618 98.76
4.250 96.87
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 102.52 102.50
PP 102.45 102.42
S1 102.38 102.33

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

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