NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 97.78 96.82 -0.96 -1.0% 99.25
High 98.26 96.83 -1.43 -1.5% 101.12
Low 96.75 95.28 -1.47 -1.5% 97.31
Close 97.31 95.78 -1.53 -1.6% 99.12
Range 1.51 1.55 0.04 2.6% 3.81
ATR 1.22 1.28 0.06 4.7% 0.00
Volume 20,331 27,514 7,183 35.3% 89,614
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 100.61 99.75 96.63
R3 99.06 98.20 96.21
R2 97.51 97.51 96.06
R1 96.65 96.65 95.92 96.31
PP 95.96 95.96 95.96 95.79
S1 95.10 95.10 95.64 94.76
S2 94.41 94.41 95.50
S3 92.86 93.55 95.35
S4 91.31 92.00 94.93
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 110.61 108.68 101.22
R3 106.80 104.87 100.17
R2 102.99 102.99 99.82
R1 101.06 101.06 99.47 100.12
PP 99.18 99.18 99.18 98.72
S1 97.25 97.25 98.77 96.31
S2 95.37 95.37 98.42
S3 91.56 93.44 98.07
S4 87.75 89.63 97.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.27 95.28 3.99 4.2% 1.38 1.4% 13% False True 21,336
10 101.12 95.28 5.84 6.1% 1.33 1.4% 9% False True 17,067
20 101.12 95.28 5.84 6.1% 1.13 1.2% 9% False True 13,421
40 101.12 90.20 10.92 11.4% 1.04 1.1% 51% False False 10,278
60 101.12 89.73 11.39 11.9% 0.97 1.0% 53% False False 8,522
80 101.12 89.73 11.39 11.9% 0.93 1.0% 53% False False 7,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.42
2.618 100.89
1.618 99.34
1.000 98.38
0.618 97.79
HIGH 96.83
0.618 96.24
0.500 96.06
0.382 95.87
LOW 95.28
0.618 94.32
1.000 93.73
1.618 92.77
2.618 91.22
4.250 88.69
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 96.06 97.22
PP 95.96 96.74
S1 95.87 96.26

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

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