NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 98.59 99.49 0.90 0.9% 98.81
High 100.25 100.29 0.04 0.0% 100.25
Low 98.25 99.05 0.80 0.8% 97.00
Close 99.46 99.60 0.14 0.1% 99.46
Range 2.00 1.24 -0.76 -38.0% 3.25
ATR 1.57 1.55 -0.02 -1.5% 0.00
Volume 191,289 151,710 -39,579 -20.7% 1,057,525
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 103.37 102.72 100.28
R3 102.13 101.48 99.94
R2 100.89 100.89 99.83
R1 100.24 100.24 99.71 100.57
PP 99.65 99.65 99.65 99.81
S1 99.00 99.00 99.49 99.33
S2 98.41 98.41 99.37
S3 97.17 97.76 99.26
S4 95.93 96.52 98.92
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 108.65 107.31 101.25
R3 105.40 104.06 100.35
R2 102.15 102.15 100.06
R1 100.81 100.81 99.76 101.48
PP 98.90 98.90 98.90 99.24
S1 97.56 97.56 99.16 98.23
S2 95.65 95.65 98.86
S3 92.40 94.31 98.57
S4 89.15 91.06 97.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.29 97.28 3.01 3.0% 1.45 1.5% 77% True False 212,545
10 100.99 97.00 3.99 4.0% 1.54 1.5% 65% False False 184,803
20 104.48 97.00 7.48 7.5% 1.62 1.6% 35% False False 131,215
40 104.48 94.36 10.12 10.2% 1.47 1.5% 52% False False 90,326
60 104.48 91.35 13.13 13.2% 1.42 1.4% 63% False False 68,863
80 104.48 91.35 13.13 13.2% 1.33 1.3% 63% False False 55,734
100 104.48 91.35 13.13 13.2% 1.27 1.3% 63% False False 46,887
120 104.48 91.35 13.13 13.2% 1.25 1.3% 63% False False 40,392
Crabel Price Patterns
NR True
NR4 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 105.56
2.618 103.54
1.618 102.30
1.000 101.53
0.618 101.06
HIGH 100.29
0.618 99.82
0.500 99.67
0.382 99.52
LOW 99.05
0.618 98.28
1.000 97.81
1.618 97.04
2.618 95.80
4.250 93.78
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 99.67 99.46
PP 99.65 99.33
S1 99.62 99.19

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

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