NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 04-Mar-2014
Day Change Summary
Previous Current
03-Mar-2014 04-Mar-2014 Change Change % Previous Week
Open 100.39 101.74 1.35 1.3% 99.65
High 102.27 101.97 -0.30 -0.3% 100.75
Low 100.39 100.33 -0.06 -0.1% 98.69
Close 102.03 100.65 -1.38 -1.4% 99.96
Range 1.88 1.64 -0.24 -12.8% 2.06
ATR 1.18 1.22 0.04 3.1% 0.00
Volume 13,289 38,374 25,085 188.8% 88,155
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 105.90 104.92 101.55
R3 104.26 103.28 101.10
R2 102.62 102.62 100.95
R1 101.64 101.64 100.80 101.31
PP 100.98 100.98 100.98 100.82
S1 100.00 100.00 100.50 99.67
S2 99.34 99.34 100.35
S3 97.70 98.36 100.20
S4 96.06 96.72 99.75
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 99.10 3.17 3.1% 1.27 1.3% 49% False False 22,049
10 102.27 98.69 3.58 3.6% 1.18 1.2% 55% False False 21,183
20 102.27 93.01 9.26 9.2% 1.17 1.2% 83% False False 19,408
40 102.27 90.40 11.87 11.8% 1.12 1.1% 86% False False 16,498
60 102.27 90.40 11.87 11.8% 1.02 1.0% 86% False False 13,569
80 102.27 90.40 11.87 11.8% 1.01 1.0% 86% False False 11,736
100 102.27 90.40 11.87 11.8% 0.99 1.0% 86% False False 10,152
120 102.27 90.40 11.87 11.8% 0.95 0.9% 86% False False 8,719
Crabel Price Patterns
NR True
NR4 False
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.94
2.618 106.26
1.618 104.62
1.000 103.61
0.618 102.98
HIGH 101.97
0.618 101.34
0.500 101.15
0.382 100.96
LOW 100.33
0.618 99.32
1.000 98.69
1.618 97.68
2.618 96.04
4.250 93.36
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 101.15 100.75
PP 100.98 100.71
S1 100.82 100.68

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

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