NYMEX Light Sweet Crude Oil Future August 2014


Trading Metrics calculated at close of trading on 13-Mar-2014
Day Change Summary
Previous Current
12-Mar-2014 13-Mar-2014 Change Change % Previous Week
Open 96.82 95.81 -1.01 -1.0% 99.25
High 96.83 96.13 -0.70 -0.7% 101.12
Low 95.28 95.40 0.12 0.1% 97.31
Close 95.78 96.03 0.25 0.3% 99.12
Range 1.55 0.73 -0.82 -52.9% 3.81
ATR 1.28 1.24 -0.04 -3.1% 0.00
Volume 27,514 40,772 13,258 48.2% 89,614
Daily Pivots for day following 13-Mar-2014
Classic Woodie Camarilla DeMark
R4 98.04 97.77 96.43
R3 97.31 97.04 96.23
R2 96.58 96.58 96.16
R1 96.31 96.31 96.10 96.45
PP 95.85 95.85 95.85 95.92
S1 95.58 95.58 95.96 95.72
S2 95.12 95.12 95.90
S3 94.39 94.85 95.83
S4 93.66 94.12 95.63
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% 1.25 1.3% 19% False False 25,264
10 101.12 95.28 5.84 6.1% 1.32 1.4% 13% False False 20,307
20 101.12 95.28 5.84 6.1% 1.13 1.2% 13% False False 15,023
40 101.12 90.47 10.65 11.1% 1.05 1.1% 52% False False 11,119
60 101.12 89.73 11.39 11.9% 0.97 1.0% 55% False False 9,142
80 101.12 89.73 11.39 11.9% 0.92 1.0% 55% False False 8,204
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 99.23
2.618 98.04
1.618 97.31
1.000 96.86
0.618 96.58
HIGH 96.13
0.618 95.85
0.500 95.77
0.382 95.68
LOW 95.40
0.618 94.95
1.000 94.67
1.618 94.22
2.618 93.49
4.250 92.30
Fisher Pivots for day following 13-Mar-2014
Pivot 1 day 3 day
R1 95.94 96.77
PP 95.85 96.52
S1 95.77 96.28

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

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