NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 01-Apr-2014

Day Change Summary
	Previous	Current
	31-Mar-2014	01-Apr-2014	Change	Change %	Previous Week
Open	100.99	100.76	-0.23	-0.2%	98.70
High	101.17	100.78	-0.39	-0.4%	101.39
Low	100.12	98.61	-1.51	-1.5%	98.14
Close	100.82	99.05	-1.77	-1.8%	100.89
Range	1.05	2.17	1.12	106.7%	3.25
ATR	1.38	1.44	0.06	4.3%	0.00
Volume	57,090	62,900	5,810	10.2%	374,902

Daily Pivots for day following 01-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.99	104.69	100.24
R3	103.82	102.52	99.65
R2	101.65	101.65	99.45
R1	100.35	100.35	99.25	99.92
PP	99.48	99.48	99.48	99.26
S1	98.18	98.18	98.85	97.75
S2	97.31	97.31	98.65
S3	95.14	96.01	98.45
S4	92.97	93.84	97.86

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	98.50	2.89	2.9%	1.40	1.4%	19%	False	False	75,342
10	101.39	97.26	4.13	4.2%	1.36	1.4%	43%	False	False	79,859
20	101.87	96.42	5.45	5.5%	1.48	1.5%	48%	False	False	79,841
40	103.45	93.86	9.59	9.7%	1.39	1.4%	54%	False	False	65,961
60	103.45	90.97	12.48	12.6%	1.33	1.3%	65%	False	False	59,664
80	103.45	90.97	12.48	12.6%	1.27	1.3%	65%	False	False	52,767
100	103.45	90.97	12.48	12.6%	1.27	1.3%	65%	False	False	49,138
120	103.45	90.97	12.48	12.6%	1.27	1.3%	65%	False	False	46,645

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	110.00
2.618	106.46
1.618	104.29
1.000	102.95
0.618	102.12
HIGH	100.78
0.618	99.95
0.500	99.70
0.382	99.44
LOW	98.61
0.618	97.27
1.000	96.44
1.618	95.10
2.618	92.93
4.250	89.39

Fisher Pivots for day following 01-Apr-2014
Pivot	1 day	3 day
R1	99.70	100.00
PP	99.48	99.68
S1	99.27	99.37

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