NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 98.25 99.39 1.14 1.2% 102.75
High 99.28 99.39 0.11 0.1% 102.82
Low 98.06 97.37 -0.69 -0.7% 97.55
Close 98.89 98.08 -0.81 -0.8% 98.89
Range 1.22 2.02 0.80 65.6% 5.27
ATR 1.66 1.68 0.03 1.6% 0.00
Volume 226,300 227,387 1,087 0.5% 1,430,792
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 104.34 103.23 99.19
R3 102.32 101.21 98.64
R2 100.30 100.30 98.45
R1 99.19 99.19 98.27 98.74
PP 98.28 98.28 98.28 98.05
S1 97.17 97.17 97.89 96.72
S2 96.26 96.26 97.71
S3 94.24 95.15 97.52
S4 92.22 93.13 96.97
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 115.56 112.50 101.79
R3 110.29 107.23 100.34
R2 105.02 105.02 99.86
R1 101.96 101.96 99.37 100.86
PP 99.75 99.75 99.75 99.20
S1 96.69 96.69 98.41 95.59
S2 94.48 94.48 97.92
S3 89.21 91.42 97.44
S4 83.94 86.15 95.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.52 97.37 4.15 4.2% 1.68 1.7% 17% False True 286,577
10 104.96 97.37 7.59 7.7% 1.85 1.9% 9% False True 265,401
20 105.22 97.37 7.85 8.0% 1.69 1.7% 9% False True 234,535
40 105.22 93.54 11.68 11.9% 1.56 1.6% 39% False False 165,372
60 105.22 91.48 13.74 14.0% 1.48 1.5% 48% False False 121,741
80 105.22 91.48 13.74 14.0% 1.42 1.4% 48% False False 96,742
100 105.22 91.48 13.74 14.0% 1.39 1.4% 48% False False 80,906
120 105.22 91.48 13.74 14.0% 1.37 1.4% 48% False False 69,023
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.98
2.618 104.68
1.618 102.66
1.000 101.41
0.618 100.64
HIGH 99.39
0.618 98.62
0.500 98.38
0.382 98.14
LOW 97.37
0.618 96.12
1.000 95.35
1.618 94.10
2.618 92.08
4.250 88.79
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 98.38 98.38
PP 98.28 98.28
S1 98.18 98.18

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

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