NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 31-Mar-2014
Day Change Summary
Previous Current
28-Mar-2014 31-Mar-2014 Change Change % Previous Week
Open 100.50 100.99 0.49 0.5% 98.70
High 101.39 101.17 -0.22 -0.2% 101.39
Low 100.39 100.12 -0.27 -0.3% 98.14
Close 100.89 100.82 -0.07 -0.1% 100.89
Range 1.00 1.05 0.05 5.0% 3.25
ATR 1.41 1.38 -0.03 -1.8% 0.00
Volume 86,856 57,090 -29,766 -34.3% 374,902
Daily Pivots for day following 31-Mar-2014
Classic Woodie Camarilla DeMark
R4 103.85 103.39 101.40
R3 102.80 102.34 101.11
R2 101.75 101.75 101.01
R1 101.29 101.29 100.92 101.00
PP 100.70 100.70 100.70 100.56
S1 100.24 100.24 100.72 99.95
S2 99.65 99.65 100.63
S3 98.60 99.19 100.53
S4 97.55 98.14 100.24
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% 1.24 1.2% 82% False False 72,332
10 101.39 96.65 4.74 4.7% 1.29 1.3% 88% False False 79,770
20 103.13 96.42 6.71 6.7% 1.47 1.5% 66% False False 81,860
40 103.45 93.73 9.72 9.6% 1.37 1.4% 73% False False 65,855
60 103.45 90.97 12.48 12.4% 1.33 1.3% 79% False False 59,315
80 103.45 90.97 12.48 12.4% 1.25 1.2% 79% False False 52,870
100 103.45 90.97 12.48 12.4% 1.26 1.2% 79% False False 48,779
120 103.45 90.97 12.48 12.4% 1.26 1.3% 79% False False 46,347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.63
2.618 103.92
1.618 102.87
1.000 102.22
0.618 101.82
HIGH 101.17
0.618 100.77
0.500 100.65
0.382 100.52
LOW 100.12
0.618 99.47
1.000 99.07
1.618 98.42
2.618 97.37
4.250 95.66
Fisher Pivots for day following 31-Mar-2014
Pivot 1 day 3 day
R1 100.76 100.66
PP 100.70 100.50
S1 100.65 100.34

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

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