NYMEX Light Sweet Crude Oil Future June 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 96.80 97.68 0.88 0.9% 101.16
High 98.16 98.22 0.06 0.1% 101.16
Low 96.65 97.40 0.75 0.8% 96.63
Close 98.01 98.15 0.14 0.1% 97.99
Range 1.51 0.82 -0.69 -45.7% 4.53
ATR 1.50 1.45 -0.05 -3.2% 0.00
Volume 62,003 98,742 36,739 59.3% 456,956
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 100.38 100.09 98.60
R3 99.56 99.27 98.38
R2 98.74 98.74 98.30
R1 98.45 98.45 98.23 98.60
PP 97.92 97.92 97.92 98.00
S1 97.63 97.63 98.07 97.78
S2 97.10 97.10 98.00
S3 96.28 96.81 97.92
S4 95.46 95.99 97.70
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 112.18 109.62 100.48
R3 107.65 105.09 99.24
R2 103.12 103.12 98.82
R1 100.56 100.56 98.41 99.58
PP 98.59 98.59 98.59 98.10
S1 96.03 96.03 97.57 95.05
S2 94.06 94.06 97.16
S3 89.53 91.50 96.74
S4 85.00 86.97 95.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.34 96.42 1.92 2.0% 1.24 1.3% 90% False False 93,775
10 101.38 96.42 4.96 5.1% 1.45 1.5% 35% False False 84,345
20 103.45 96.42 7.03 7.2% 1.44 1.5% 25% False False 68,659
40 103.45 93.67 9.78 10.0% 1.34 1.4% 46% False False 59,096
60 103.45 90.97 12.48 12.7% 1.30 1.3% 58% False False 51,881
80 103.45 90.97 12.48 12.7% 1.26 1.3% 58% False False 47,885
100 103.45 90.97 12.48 12.7% 1.23 1.3% 58% False False 45,455
120 103.45 90.97 12.48 12.7% 1.26 1.3% 58% False False 42,367
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 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.71
2.618 100.37
1.618 99.55
1.000 99.04
0.618 98.73
HIGH 98.22
0.618 97.91
0.500 97.81
0.382 97.71
LOW 97.40
0.618 96.89
1.000 96.58
1.618 96.07
2.618 95.25
4.250 93.92
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 98.04 97.89
PP 97.92 97.64
S1 97.81 97.38

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

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