NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 97.97 99.53 1.56 1.6% 102.75
High 99.78 100.47 0.69 0.7% 102.82
Low 97.75 99.34 1.59 1.6% 97.55
Close 99.70 100.37 0.67 0.7% 98.89
Range 2.03 1.13 -0.90 -44.3% 5.27
ATR 1.71 1.67 -0.04 -2.4% 0.00
Volume 192,508 110,319 -82,189 -42.7% 1,430,792
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 103.45 103.04 100.99
R3 102.32 101.91 100.68
R2 101.19 101.19 100.58
R1 100.78 100.78 100.47 100.99
PP 100.06 100.06 100.06 100.16
S1 99.65 99.65 100.27 99.86
S2 98.93 98.93 100.16
S3 97.80 98.52 100.06
S4 96.67 97.39 99.75
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
5 100.47 97.37 3.10 3.1% 1.47 1.5% 97% True False 204,917
10 102.91 97.37 5.54 5.5% 1.68 1.7% 54% False False 247,900
20 105.22 97.37 7.85 7.8% 1.65 1.6% 38% False False 227,834
40 105.22 94.92 10.30 10.3% 1.57 1.6% 53% False False 170,746
60 105.22 91.48 13.74 13.7% 1.49 1.5% 65% False False 126,027
80 105.22 91.48 13.74 13.7% 1.44 1.4% 65% False False 100,106
100 105.22 91.48 13.74 13.7% 1.38 1.4% 65% False False 83,619
120 105.22 91.48 13.74 13.7% 1.37 1.4% 65% False False 71,447
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.27
2.618 103.43
1.618 102.30
1.000 101.60
0.618 101.17
HIGH 100.47
0.618 100.04
0.500 99.91
0.382 99.77
LOW 99.34
0.618 98.64
1.000 98.21
1.618 97.51
2.618 96.38
4.250 94.54
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 100.22 99.89
PP 100.06 99.40
S1 99.91 98.92

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

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