NYMEX Light Sweet Crude Oil Future May 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	100.50	101.37	0.87	0.9%	102.18
High	101.48	102.32	0.84	0.8%	104.48
Low	99.70	101.02	1.32	1.3%	99.70
Close	101.02	101.99	0.97	1.0%	101.99
Range	1.78	1.30	-0.48	-27.0%	4.78
ATR	1.53	1.52	-0.02	-1.1%	0.00
Volume	97,781	120,520	22,739	23.3%	432,302

Daily Pivots for day following 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.68	105.13	102.71
R3	104.38	103.83	102.35
R2	103.08	103.08	102.23
R1	102.53	102.53	102.11	102.81
PP	101.78	101.78	101.78	101.91
S1	101.23	101.23	101.87	101.51
S2	100.48	100.48	101.75
S3	99.18	99.93	101.63
S4	97.88	98.63	101.28

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	116.40	113.97	104.62
R3	111.62	109.19	103.30
R2	106.84	106.84	102.87
R1	104.41	104.41	102.43	103.24
PP	102.06	102.06	102.06	101.47
S1	99.63	99.63	101.55	98.46
S2	97.28	97.28	101.11
S3	92.50	94.85	100.68
S4	87.72	90.07	99.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.48	99.70	4.78	4.7%	1.99	1.9%	48%	False	False	86,460
10	104.48	99.70	4.78	4.7%	1.66	1.6%	48%	False	False	73,159
20	104.48	96.08	8.40	8.2%	1.49	1.5%	70%	False	False	65,744
40	104.48	91.35	13.13	12.9%	1.40	1.4%	81%	False	False	50,670
60	104.48	91.35	13.13	12.9%	1.31	1.3%	81%	False	False	39,572
80	104.48	91.35	13.13	12.9%	1.27	1.2%	81%	False	False	33,060
100	104.48	91.35	13.13	12.9%	1.23	1.2%	81%	False	False	28,576
120	104.48	91.35	13.13	12.9%	1.22	1.2%	81%	False	False	24,527

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	0.30
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	107.85
2.618	105.72
1.618	104.42
1.000	103.62
0.618	103.12
HIGH	102.32
0.618	101.82
0.500	101.67
0.382	101.52
LOW	101.02
0.618	100.22
1.000	99.72
1.618	98.92
2.618	97.62
4.250	95.50

Fisher Pivots for day following 07-Mar-2014
Pivot	1 day	3 day
R1	101.88	101.75
PP	101.78	101.51
S1	101.67	101.27

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols