NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 99.41 100.30 0.89 0.9% 100.39
High 100.36 100.30 -0.06 -0.1% 102.27
Low 99.38 98.61 -0.77 -0.8% 98.15
Close 100.10 98.86 -1.24 -1.2% 100.10
Range 0.98 1.69 0.71 72.4% 4.12
ATR 1.29 1.32 0.03 2.2% 0.00
Volume 30,319 25,223 -5,096 -16.8% 136,116
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 104.33 103.28 99.79
R3 102.64 101.59 99.32
R2 100.95 100.95 99.17
R1 99.90 99.90 99.01 99.58
PP 99.26 99.26 99.26 99.10
S1 98.21 98.21 98.71 97.89
S2 97.57 97.57 98.55
S3 95.88 96.52 98.40
S4 94.19 94.83 97.93
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 112.53 110.44 102.37
R3 108.41 106.32 101.23
R2 104.29 104.29 100.86
R1 102.20 102.20 100.48 101.19
PP 100.17 100.17 100.17 99.67
S1 98.08 98.08 99.72 97.07
S2 96.05 96.05 99.34
S3 91.93 93.96 98.97
S4 87.81 89.84 97.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.97 98.15 3.82 3.9% 1.60 1.6% 19% False False 29,610
10 102.27 98.15 4.12 4.2% 1.42 1.4% 17% False False 23,439
20 102.27 96.38 5.89 6.0% 1.21 1.2% 42% False False 22,181
40 102.27 90.49 11.78 11.9% 1.17 1.2% 71% False False 17,822
60 102.27 90.40 11.87 12.0% 1.09 1.1% 71% False False 14,793
80 102.27 90.40 11.87 12.0% 1.05 1.1% 71% False False 12,836
100 102.27 90.40 11.87 12.0% 1.01 1.0% 71% False False 11,138
120 102.27 90.40 11.87 12.0% 0.98 1.0% 71% False False 9,598
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 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.48
2.618 104.72
1.618 103.03
1.000 101.99
0.618 101.34
HIGH 100.30
0.618 99.65
0.500 99.46
0.382 99.26
LOW 98.61
0.618 97.57
1.000 96.92
1.618 95.88
2.618 94.19
4.250 91.43
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 99.46 99.26
PP 99.26 99.12
S1 99.06 98.99

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

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