NYMEX Light Sweet Crude Oil Future August 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 98.34 99.25 0.91 0.9% 98.90
High 99.03 101.12 2.09 2.1% 99.61
Low 98.21 99.25 1.04 1.1% 97.76
Close 98.93 100.85 1.92 1.9% 98.93
Range 0.82 1.87 1.05 128.0% 1.85
ATR 0.98 1.07 0.09 8.8% 0.00
Volume 7,859 7,153 -706 -9.0% 45,434
Daily Pivots for day following 03-Mar-2014
Classic Woodie Camarilla DeMark
R4 106.02 105.30 101.88
R3 104.15 103.43 101.36
R2 102.28 102.28 101.19
R1 101.56 101.56 101.02 101.92
PP 100.41 100.41 100.41 100.59
S1 99.69 99.69 100.68 100.05
S2 98.54 98.54 100.51
S3 96.67 97.82 100.34
S4 94.80 95.95 99.82
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 104.32 103.47 99.95
R3 102.47 101.62 99.44
R2 100.62 100.62 99.27
R1 99.77 99.77 99.10 100.20
PP 98.77 98.77 98.77 98.98
S1 97.92 97.92 98.76 98.35
S2 96.92 96.92 98.59
S3 95.07 96.07 98.42
S4 93.22 94.22 97.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.12 97.76 3.36 3.3% 1.03 1.0% 92% True False 8,794
10 101.12 97.18 3.94 3.9% 1.02 1.0% 93% True False 9,312
20 101.12 92.02 9.10 9.0% 1.01 1.0% 97% True False 8,666
40 101.12 89.73 11.39 11.3% 0.98 1.0% 98% True False 7,827
60 101.12 89.73 11.39 11.3% 0.87 0.9% 98% True False 6,914
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 0.20
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 109.07
2.618 106.02
1.618 104.15
1.000 102.99
0.618 102.28
HIGH 101.12
0.618 100.41
0.500 100.19
0.382 99.96
LOW 99.25
0.618 98.09
1.000 97.38
1.618 96.22
2.618 94.35
4.250 91.30
Fisher Pivots for day following 03-Mar-2014
Pivot 1 day 3 day
R1 100.63 100.44
PP 100.41 100.02
S1 100.19 99.61

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

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