NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 100.09 99.61 -0.48 -0.5% 98.90
High 100.09 99.61 -0.48 -0.5% 99.61
Low 99.24 97.57 -1.67 -1.7% 97.76
Close 99.52 98.02 -1.50 -1.5% 98.93
Range 0.85 2.04 1.19 140.0% 1.85
ATR 1.11 1.17 0.07 6.0% 0.00
Volume 28,208 12,404 -15,804 -56.0% 45,434
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 104.52 103.31 99.14
R3 102.48 101.27 98.58
R2 100.44 100.44 98.39
R1 99.23 99.23 98.21 98.82
PP 98.40 98.40 98.40 98.19
S1 97.19 97.19 97.83 96.78
S2 96.36 96.36 97.65
S3 94.32 95.15 97.46
S4 92.28 93.11 96.90
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 97.57 3.55 3.6% 1.28 1.3% 13% False True 12,799
10 101.12 97.57 3.55 3.6% 1.10 1.1% 13% False True 11,720
20 101.12 92.97 8.15 8.3% 1.05 1.1% 62% False False 9,939
40 101.12 89.73 11.39 11.6% 0.99 1.0% 73% False False 8,621
60 101.12 89.73 11.39 11.6% 0.90 0.9% 73% False False 7,273
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 0.13
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 108.28
2.618 104.95
1.618 102.91
1.000 101.65
0.618 100.87
HIGH 99.61
0.618 98.83
0.500 98.59
0.382 98.35
LOW 97.57
0.618 96.31
1.000 95.53
1.618 94.27
2.618 92.23
4.250 88.90
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 98.59 99.35
PP 98.40 98.90
S1 98.21 98.46

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

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