NYMEX Light Sweet Crude Oil Future August 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 99.25 100.09 0.84 0.8% 98.90
High 101.12 100.09 -1.03 -1.0% 99.61
Low 99.25 99.24 -0.01 0.0% 97.76
Close 100.85 99.52 -1.33 -1.3% 98.93
Range 1.87 0.85 -1.02 -54.5% 1.85
ATR 1.07 1.11 0.04 3.6% 0.00
Volume 7,153 28,208 21,055 294.4% 45,434
Daily Pivots for day following 04-Mar-2014
Classic Woodie Camarilla DeMark
R4 102.17 101.69 99.99
R3 101.32 100.84 99.75
R2 100.47 100.47 99.68
R1 99.99 99.99 99.60 99.81
PP 99.62 99.62 99.62 99.52
S1 99.14 99.14 99.44 98.96
S2 98.77 98.77 99.36
S3 97.92 98.29 99.29
S4 97.07 97.44 99.05
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 98.10 3.02 3.0% 1.00 1.0% 47% False False 12,368
10 101.12 97.76 3.36 3.4% 0.95 1.0% 52% False False 11,590
20 101.12 92.15 8.97 9.0% 1.00 1.0% 82% False False 9,712
40 101.12 89.73 11.39 11.4% 0.96 1.0% 86% False False 8,420
60 101.12 89.73 11.39 11.4% 0.87 0.9% 86% False False 7,239
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.70
2.618 102.32
1.618 101.47
1.000 100.94
0.618 100.62
HIGH 100.09
0.618 99.77
0.500 99.67
0.382 99.56
LOW 99.24
0.618 98.71
1.000 98.39
1.618 97.86
2.618 97.01
4.250 95.63
Fisher Pivots for day following 04-Mar-2014
Pivot 1 day 3 day
R1 99.67 99.67
PP 99.62 99.62
S1 99.57 99.57

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

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