NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 101.04 101.97 0.93 0.9% 103.00
High 102.08 102.91 0.83 0.8% 105.22
Low 100.13 101.57 1.44 1.4% 100.13
Close 101.56 102.58 1.02 1.0% 102.58
Range 1.95 1.34 -0.61 -31.3% 5.09
ATR 1.65 1.63 -0.02 -1.3% 0.00
Volume 291,849 226,145 -65,704 -22.5% 1,291,655
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 106.37 105.82 103.32
R3 105.03 104.48 102.95
R2 103.69 103.69 102.83
R1 103.14 103.14 102.70 103.42
PP 102.35 102.35 102.35 102.49
S1 101.80 101.80 102.46 102.08
S2 101.01 101.01 102.33
S3 99.67 100.46 102.21
S4 98.33 99.12 101.84
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 117.91 115.34 105.38
R3 112.82 110.25 103.98
R2 107.73 107.73 103.51
R1 105.16 105.16 103.05 103.90
PP 102.64 102.64 102.64 102.02
S1 100.07 100.07 102.11 98.81
S2 97.55 97.55 101.65
S3 92.46 94.98 101.18
S4 87.37 89.89 99.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.22 100.13 5.09 5.0% 2.07 2.0% 48% False False 258,331
10 105.22 100.13 5.09 5.0% 1.75 1.7% 48% False False 222,801
20 105.22 96.70 8.52 8.3% 1.60 1.6% 69% False False 192,382
40 105.22 91.48 13.74 13.4% 1.52 1.5% 81% False False 131,597
60 105.22 91.48 13.74 13.4% 1.42 1.4% 81% False False 96,795
80 105.22 91.48 13.74 13.4% 1.39 1.4% 81% False False 77,695
100 105.22 91.48 13.74 13.4% 1.36 1.3% 81% False False 65,199
120 105.22 91.48 13.74 13.4% 1.35 1.3% 81% False False 55,507
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 0.33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 108.61
2.618 106.42
1.618 105.08
1.000 104.25
0.618 103.74
HIGH 102.91
0.618 102.40
0.500 102.24
0.382 102.08
LOW 101.57
0.618 100.74
1.000 100.23
1.618 99.40
2.618 98.06
4.250 95.88
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 102.47 102.33
PP 102.35 102.08
S1 102.24 101.83

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

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