NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 18-Mar-2014

Day Change Summary
	Previous	Current
	17-Mar-2014	18-Mar-2014	Change	Change %	Previous Week
Open	97.31	96.13	-1.18	-1.2%	100.30
High	97.48	97.24	-0.24	-0.2%	100.30
Low	95.73	95.94	0.21	0.2%	95.98
Close	96.20	97.09	0.89	0.9%	97.31
Range	1.75	1.30	-0.45	-25.7%	4.32
ATR	1.37	1.36	0.00	-0.3%	0.00
Volume	26,404	26,925	521	2.0%	206,239

Daily Pivots for day following 18-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.66	100.17	97.81
R3	99.36	98.87	97.45
R2	98.06	98.06	97.33
R1	97.57	97.57	97.21	97.82
PP	96.76	96.76	96.76	96.88
S1	96.27	96.27	96.97	96.52
S2	95.46	95.46	96.85
S3	94.16	94.97	96.73
S4	92.86	93.67	96.38

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	110.82	108.39	99.69
R3	106.50	104.07	98.50
R2	102.18	102.18	98.10
R1	99.75	99.75	97.71	98.81
PP	97.86	97.86	97.86	97.39
S1	95.43	95.43	96.91	94.49
S2	93.54	93.54	96.52
S3	89.22	91.11	96.12
S4	84.90	86.79	94.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.58	95.73	1.85	1.9%	1.30	1.3%	74%	False	False	40,640
10	100.79	95.73	5.06	5.2%	1.46	1.5%	27%	False	False	34,402
20	102.27	95.73	6.54	6.7%	1.32	1.4%	21%	False	False	27,792
40	102.27	92.12	10.15	10.5%	1.22	1.3%	49%	False	False	21,333
60	102.27	90.40	11.87	12.2%	1.14	1.2%	56%	False	False	17,906
80	102.27	90.40	11.87	12.2%	1.08	1.1%	56%	False	False	15,207
100	102.27	90.40	11.87	12.2%	1.04	1.1%	56%	False	False	13,295
120	102.27	90.40	11.87	12.2%	1.01	1.0%	56%	False	False	11,470

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.77
2.618	100.64
1.618	99.34
1.000	98.54
0.618	98.04
HIGH	97.24
0.618	96.74
0.500	96.59
0.382	96.44
LOW	95.94
0.618	95.14
1.000	94.64
1.618	93.84
2.618	92.54
4.250	90.42

Fisher Pivots for day following 18-Mar-2014
Pivot	1 day	3 day
R1	96.92	96.94
PP	96.76	96.79
S1	96.59	96.64

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