NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 102.75 100.94 -1.81 -1.8% 103.00
High 102.82 101.52 -1.30 -1.3% 105.22
Low 100.85 99.32 -1.53 -1.5% 100.13
Close 101.12 100.03 -1.09 -1.1% 102.58
Range 1.97 2.20 0.23 11.7% 5.09
ATR 1.66 1.69 0.04 2.3% 0.00
Volume 225,290 294,201 68,911 30.6% 1,291,655
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 106.89 105.66 101.24
R3 104.69 103.46 100.64
R2 102.49 102.49 100.43
R1 101.26 101.26 100.23 100.78
PP 100.29 100.29 100.29 100.05
S1 99.06 99.06 99.83 98.58
S2 98.09 98.09 99.63
S3 95.89 96.86 99.43
S4 93.69 94.66 98.82
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
5 103.53 99.32 4.21 4.2% 2.03 2.0% 17% False True 261,064
10 105.22 99.32 5.90 5.9% 1.83 1.8% 12% False True 238,243
20 105.22 98.96 6.26 6.3% 1.60 1.6% 17% False False 207,099
40 105.22 91.62 13.60 13.6% 1.55 1.6% 62% False False 142,070
60 105.22 91.48 13.74 13.7% 1.45 1.4% 62% False False 104,519
80 105.22 91.48 13.74 13.7% 1.40 1.4% 62% False False 83,820
100 105.22 91.48 13.74 13.7% 1.38 1.4% 62% False False 70,127
120 105.22 91.48 13.74 13.7% 1.37 1.4% 62% False False 59,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.87
2.618 107.28
1.618 105.08
1.000 103.72
0.618 102.88
HIGH 101.52
0.618 100.68
0.500 100.42
0.382 100.16
LOW 99.32
0.618 97.96
1.000 97.12
1.618 95.76
2.618 93.56
4.250 89.97
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 100.42 101.12
PP 100.29 100.75
S1 100.16 100.39

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

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