NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 99.39 97.97 -1.42 -1.4% 102.75
High 99.39 99.78 0.39 0.4% 102.82
Low 97.37 97.75 0.38 0.4% 97.55
Close 98.08 99.70 1.62 1.7% 98.89
Range 2.02 2.03 0.01 0.5% 5.27
ATR 1.68 1.71 0.02 1.5% 0.00
Volume 227,387 192,508 -34,879 -15.3% 1,430,792
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 105.17 104.46 100.82
R3 103.14 102.43 100.26
R2 101.11 101.11 100.07
R1 100.40 100.40 99.89 100.76
PP 99.08 99.08 99.08 99.25
S1 98.37 98.37 99.51 98.73
S2 97.05 97.05 99.33
S3 95.02 96.34 99.14
S4 92.99 94.31 98.58
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 99.78 97.37 2.41 2.4% 1.65 1.7% 97% True False 266,239
10 103.53 97.37 6.16 6.2% 1.84 1.8% 38% False False 263,651
20 105.22 97.37 7.85 7.9% 1.66 1.7% 30% False False 234,639
40 105.22 93.54 11.68 11.7% 1.59 1.6% 53% False False 169,100
60 105.22 91.48 13.74 13.8% 1.50 1.5% 60% False False 124,632
80 105.22 91.48 13.74 13.8% 1.44 1.4% 60% False False 98,921
100 105.22 91.48 13.74 13.8% 1.39 1.4% 60% False False 82,716
120 105.22 91.48 13.74 13.8% 1.38 1.4% 60% False False 70,573
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.41
2.618 105.09
1.618 103.06
1.000 101.81
0.618 101.03
HIGH 99.78
0.618 99.00
0.500 98.77
0.382 98.53
LOW 97.75
0.618 96.50
1.000 95.72
1.618 94.47
2.618 92.44
4.250 89.12
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 99.39 99.33
PP 99.08 98.95
S1 98.77 98.58

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

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