NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 03-Mar-2014
Day Change Summary
Previous Current
28-Feb-2014 03-Mar-2014 Change Change % Previous Week
Open 99.33 100.39 1.06 1.1% 99.65
High 100.15 102.27 2.12 2.1% 100.75
Low 99.22 100.39 1.17 1.2% 98.69
Close 99.96 102.03 2.07 2.1% 99.96
Range 0.93 1.88 0.95 102.2% 2.06
ATR 1.10 1.18 0.09 7.9% 0.00
Volume 21,884 13,289 -8,595 -39.3% 88,155
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 107.20 106.50 103.06
R3 105.32 104.62 102.55
R2 103.44 103.44 102.37
R1 102.74 102.74 102.20 103.09
PP 101.56 101.56 101.56 101.74
S1 100.86 100.86 101.86 101.21
S2 99.68 99.68 101.69
S3 97.80 98.98 101.51
S4 95.92 97.10 101.00
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 105.98 105.03 101.09
R3 103.92 102.97 100.53
R2 101.86 101.86 100.34
R1 100.91 100.91 100.15 101.39
PP 99.80 99.80 99.80 100.04
S1 98.85 98.85 99.77 99.33
S2 97.74 97.74 99.58
S3 95.68 96.79 99.39
S4 93.62 94.73 98.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.27 98.69 3.58 3.5% 1.24 1.2% 93% True False 17,269
10 102.27 98.05 4.22 4.1% 1.17 1.1% 94% True False 18,825
20 102.27 92.85 9.42 9.2% 1.15 1.1% 97% True False 18,301
40 102.27 90.40 11.87 11.6% 1.12 1.1% 98% True False 15,716
60 102.27 90.40 11.87 11.6% 1.01 1.0% 98% True False 13,089
80 102.27 90.40 11.87 11.6% 1.00 1.0% 98% True False 11,305
100 102.27 90.40 11.87 11.6% 0.98 1.0% 98% True False 9,790
120 102.27 90.40 11.87 11.6% 0.94 0.9% 98% True False 8,415
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 0.21
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 110.26
2.618 107.19
1.618 105.31
1.000 104.15
0.618 103.43
HIGH 102.27
0.618 101.55
0.500 101.33
0.382 101.11
LOW 100.39
0.618 99.23
1.000 98.51
1.618 97.35
2.618 95.47
4.250 92.40
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 101.80 101.58
PP 101.56 101.14
S1 101.33 100.69

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

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