NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 28-Mar-2014

Day Change Summary
	Previous	Current
	27-Mar-2014	28-Mar-2014	Change	Change %	Previous Week
Open	99.55	100.50	0.95	1.0%	98.70
High	100.89	101.39	0.50	0.5%	101.39
Low	99.28	100.39	1.11	1.1%	98.14
Close	100.53	100.89	0.36	0.4%	100.89
Range	1.61	1.00	-0.61	-37.9%	3.25
ATR	1.44	1.41	-0.03	-2.2%	0.00
Volume	94,281	86,856	-7,425	-7.9%	374,902

Daily Pivots for day following 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.89	103.39	101.44
R3	102.89	102.39	101.17
R2	101.89	101.89	101.07
R1	101.39	101.39	100.98	101.64
PP	100.89	100.89	100.89	101.02
S1	100.39	100.39	100.80	100.64
S2	99.89	99.89	100.71
S3	98.89	99.39	100.62
S4	97.89	98.39	100.34

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	109.89	108.64	102.68
R3	106.64	105.39	101.78
R2	103.39	103.39	101.49
R1	102.14	102.14	101.19	102.77
PP	100.14	100.14	100.14	100.45
S1	98.89	98.89	100.59	99.52
S2	96.89	96.89	100.29
S3	93.64	95.64	100.00
S4	90.39	92.39	99.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.39	98.14	3.25	3.2%	1.27	1.3%	85%	True	False	74,980
10	101.39	96.42	4.97	4.9%	1.38	1.4%	90%	True	False	80,766
20	103.45	96.42	7.03	7.0%	1.52	1.5%	64%	False	False	81,002
40	103.45	93.73	9.72	9.6%	1.37	1.4%	74%	False	False	65,385
60	103.45	90.97	12.48	12.4%	1.36	1.4%	79%	False	False	58,717
80	103.45	90.97	12.48	12.4%	1.26	1.3%	79%	False	False	52,582
100	103.45	90.97	12.48	12.4%	1.26	1.2%	79%	False	False	48,602
120	103.45	90.97	12.48	12.4%	1.27	1.3%	79%	False	False	46,005

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.27
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	105.64
2.618	104.01
1.618	103.01
1.000	102.39
0.618	102.01
HIGH	101.39
0.618	101.01
0.500	100.89
0.382	100.77
LOW	100.39
0.618	99.77
1.000	99.39
1.618	98.77
2.618	97.77
4.250	96.14

Fisher Pivots for day following 28-Mar-2014
Pivot	1 day	3 day
R1	100.89	100.58
PP	100.89	100.26
S1	100.89	99.95

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